JP Morgan Put 415 LOR 20.09.2024
/ DE000JB8LBA5
JP Morgan Put 415 LOR 20.09.2024/ DE000JB8LBA5 /
| 2024-07-29 9:01:15 AM |
Chg.-0.060 |
Bid5:30:06 PM |
Ask5:30:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-20.69% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
415.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
JB8LBA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
415.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.16 |
| Time value: |
0.12 |
| Break-even: |
387.00 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
21.74% |
| Delta: |
-0.58 |
| Theta: |
-0.16 |
| Omega: |
-8.33 |
| Rho: |
-0.38 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
+76.92% |
| YTD |
|
|
+15.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.180 |
| 1M High / 1M Low: |
0.290 |
0.160 |
| 6M High / 6M Low: |
0.290 |
0.048 |
| High (YTD): |
2024-07-26 |
0.290 |
| Low (YTD): |
2024-06-06 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.149 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.24% |
| Volatility 6M: |
|
221.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
