JP Morgan Put 60 5ZM 17.01.2025
/ DE000JL0YYA5
JP Morgan Put 60 5ZM 17.01.2025/ DE000JL0YYA5 /
10/09/2024 09:04:33 |
Chg.+0.020 |
Bid11:56:43 |
Ask11:56:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+10.00% |
- Bid Size: - |
- Ask Size: - |
ZOOM VIDEO COMM. A -... |
60.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL0YYA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ZOOM VIDEO COMM. A -,001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 - |
Maturity: |
17/01/2025 |
Issue date: |
12/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.27 |
Parity: |
-0.03 |
Time value: |
0.24 |
Break-even: |
57.60 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
14.29% |
Delta: |
-0.42 |
Theta: |
-0.01 |
Omega: |
-10.49 |
Rho: |
-0.10 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.200 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+37.50% |
1 Month |
|
|
-67.65% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-56.86% |
1 Year |
|
|
-72.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.160 |
1M High / 1M Low: |
0.710 |
0.130 |
6M High / 6M Low: |
0.740 |
0.130 |
High (YTD): |
21/02/2024 |
0.760 |
Low (YTD): |
28/08/2024 |
0.130 |
52W High: |
27/10/2023 |
1.100 |
52W Low: |
28/08/2024 |
0.130 |
Avg. price 1W: |
|
0.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.335 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.513 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.627 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
236.31% |
Volatility 6M: |
|
143.31% |
Volatility 1Y: |
|
117.70% |
Volatility 3Y: |
|
- |