JP Morgan Put 445 LOR 20.09.2024
/ DE000JB77NZ2
JP Morgan Put 445 LOR 20.09.2024/ DE000JB77NZ2 /
| 15/07/2024 10:07:22 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
445.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
JB77NZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
445.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
16/07/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.46 |
| Time value: |
0.01 |
| Break-even: |
398.00 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.06 |
| Spread %: |
14.63% |
| Delta: |
-0.84 |
| Theta: |
-0.05 |
| Omega: |
-7.13 |
| Rho: |
-0.58 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.450 |
0.360 |
| 6M High / 6M Low: |
0.460 |
0.110 |
| High (YTD): |
08/04/2024 |
0.460 |
| Low (YTD): |
06/06/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.71% |
| Volatility 6M: |
|
213.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
