JP Morgan Put 60 MDLZ 20.09.2024
/ DE000JK7R767
JP Morgan Put 60 MDLZ 20.09.2024/ DE000JK7R767 /
| 6/28/2024 9:51:02 AM |
Chg.-0.002 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-4.08% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
60.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JK7R76 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-92.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-0.51 |
| Time value: |
0.07 |
| Break-even: |
55.34 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
17.86% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-16.26 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.047 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.85% |
| 1 Month |
|
|
-27.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.035 |
| 1M High / 1M Low: |
0.071 |
0.035 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
