JP Morgan Put 450 LOR 20.12.2024
/ DE000JB7T1W7
JP Morgan Put 450 LOR 20.12.2024/ DE000JB7T1W7 /
| 2024-07-26 10:59:36 AM |
Chg.0.000 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
450.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
JB7T1W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.51 |
| Time value: |
0.11 |
| Break-even: |
388.00 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
14.81% |
| Delta: |
-0.66 |
| Theta: |
-0.07 |
| Omega: |
-4.22 |
| Rho: |
-1.29 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.00% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
+62.86% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.470 |
| 1M High / 1M Low: |
0.570 |
0.430 |
| 6M High / 6M Low: |
0.570 |
0.200 |
| High (YTD): |
2024-07-26 |
0.570 |
| Low (YTD): |
2024-06-06 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.32% |
| Volatility 6M: |
|
146.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
