JP Morgan Put 27.5 FL 18.06.2026
/ DE000JV018Z4
JP Morgan Put 27.5 FL 18.06.2026/ DE000JV018Z4 /
| 15/11/2024 11:42:28 |
Chg.+0.020 |
Bid20:47:49 |
Ask20:47:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+2.63% |
0.800
Bid Size: 300,000 |
0.810
Ask Size: 300,000 |
Foot Locker Inc |
27.50 USD |
18/06/2026 |
Put |
Master data
| WKN: |
JV018Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.50 USD |
| Maturity: |
18/06/2026 |
| Issue date: |
17/09/2024 |
| Last trading day: |
17/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.58 |
| Parity: |
0.36 |
| Time value: |
0.45 |
| Break-even: |
18.02 |
| Moneyness: |
1.16 |
| Premium: |
0.20 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
3.85% |
| Delta: |
-0.40 |
| Theta: |
0.00 |
| Omega: |
-1.13 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+4.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.720 |
| 1M High / 1M Low: |
0.780 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.743 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
