JP Morgan Put 66 MDLZ 20.09.2024
/ DE000JK10VE2
JP Morgan Put 66 MDLZ 20.09.2024/ DE000JK10VE2 /
| 05/08/2024 11:49:14 |
Chg.-0.032 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
-38.10% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
66.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK10VE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
66.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-96.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-0.43 |
| Time value: |
0.07 |
| Break-even: |
59.82 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
17.54% |
| Delta: |
-0.20 |
| Theta: |
-0.02 |
| Omega: |
-19.04 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.084 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.50% |
| 1 Month |
|
|
-69.41% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.084 |
| 1M High / 1M Low: |
0.220 |
0.084 |
| 6M High / 6M Low: |
0.320 |
0.081 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.171 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.19% |
| Volatility 6M: |
|
194.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
