JP Morgan Put 370 LULU 20.06.2025
/ DE000JB7RBN7
JP Morgan Put 370 LULU 20.06.2025/ DE000JB7RBN7 /
| 7/12/2024 8:26:48 AM |
Chg.-0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-1.20% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
370.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JB7RBN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
370.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/29/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
0.74 |
| Time value: |
0.11 |
| Break-even: |
255.26 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
3.66% |
| Delta: |
-0.63 |
| Theta: |
-0.03 |
| Omega: |
-1.97 |
| Rho: |
-2.37 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.81% |
| 1 Month |
|
|
+26.15% |
| 3 Months |
|
|
+46.43% |
| YTD |
|
|
+228.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.740 |
| 1M High / 1M Low: |
0.830 |
0.650 |
| 6M High / 6M Low: |
0.850 |
0.260 |
| High (YTD): |
5/29/2024 |
0.850 |
| Low (YTD): |
1/30/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.725 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.501 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.90% |
| Volatility 6M: |
|
83.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
