JP Morgan Put 420 LOR 20.09.2024
/ DE000JB8LBD9
JP Morgan Put 420 LOR 20.09.2024/ DE000JB8LBD9 /
| 2024-07-29 9:01:16 AM |
Chg.-0.060 |
Bid5:30:06 PM |
Ask5:30:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-18.75% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
420.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
JB8LBD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.21 |
| Time value: |
0.10 |
| Break-even: |
389.00 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
19.23% |
| Delta: |
-0.62 |
| Theta: |
-0.15 |
| Omega: |
-8.03 |
| Rho: |
-0.41 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
+36.84% |
| 3 Months |
|
|
+85.71% |
| YTD |
|
|
+23.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.210 |
| 1M High / 1M Low: |
0.320 |
0.190 |
| 6M High / 6M Low: |
0.320 |
0.056 |
| High (YTD): |
2024-07-26 |
0.320 |
| Low (YTD): |
2024-06-06 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.30% |
| Volatility 6M: |
|
217.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
