JP Morgan Put 520 UNH 17.01.2025
/ DE000JL2GL59
JP Morgan Put 520 UNH 17.01.2025/ DE000JL2GL59 /
9/10/2024 10:52:39 AM |
Chg.+0.010 |
Bid2:15:23 PM |
Ask2:15:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+10.00% |
0.110 Bid Size: 50,000 |
0.120 Ask Size: 50,000 |
UNITEDHEALTH GROUP D... |
520.00 - |
1/17/2025 |
Put |
Master data
WKN: |
JL2GL5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
UNITEDHEALTH GROUP DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
520.00 - |
Maturity: |
1/17/2025 |
Issue date: |
4/17/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-44.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.20 |
Parity: |
-0.18 |
Time value: |
0.12 |
Break-even: |
508.00 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
-0.31 |
Theta: |
-0.06 |
Omega: |
-13.88 |
Rho: |
-0.63 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.79% |
1 Month |
|
|
-42.11% |
3 Months |
|
|
-75.00% |
YTD |
|
|
-72.50% |
1 Year |
|
|
-83.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.082 |
1M High / 1M Low: |
0.190 |
0.082 |
6M High / 6M Low: |
0.790 |
0.082 |
High (YTD): |
4/15/2024 |
0.790 |
Low (YTD): |
9/5/2024 |
0.082 |
52W High: |
4/15/2024 |
0.790 |
52W Low: |
9/5/2024 |
0.082 |
Avg. price 1W: |
|
0.093 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.118 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.352 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.399 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
126.41% |
Volatility 6M: |
|
154.76% |
Volatility 1Y: |
|
130.85% |
Volatility 3Y: |
|
- |