JP Morgan Put 370 GOS 20.09.2024
/ DE000JL8S2N3
JP Morgan Put 370 GOS 20.09.2024/ DE000JL8S2N3 /
| 2024-06-20 9:49:02 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
370.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
JL8S2N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
370.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-185.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.57 |
| Time value: |
0.02 |
| Break-even: |
367.70 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
76.92% |
| Delta: |
-0.09 |
| Theta: |
-0.05 |
| Omega: |
-17.10 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.014 |
| High: |
0.014 |
| Low: |
0.014 |
| Previous Close: |
0.014 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-85.57% |
| YTD |
|
|
-93.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.014 |
0.014 |
| 1M High / 1M Low: |
0.022 |
0.014 |
| 6M High / 6M Low: |
0.220 |
0.014 |
| High (YTD): |
2024-01-18 |
0.220 |
| Low (YTD): |
2024-06-20 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.98% |
| Volatility 6M: |
|
187.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
