JP Morgan Put 67 MDLZ 20.09.2024
/ DE000JT5YJ69
JP Morgan Put 67 MDLZ 20.09.2024/ DE000JT5YJ69 /
| 05/08/2024 09:01:42 |
Chg.-0.028 |
Bid09:05:13 |
Ask09:05:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
-23.33% |
0.091
Bid Size: 50,000 |
0.140
Ask Size: 50,000 |
Mondelez Internation... |
67.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JT5YJ6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
67.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/07/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-85.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-0.34 |
| Time value: |
0.08 |
| Break-even: |
60.65 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
13.70% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-19.65 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.092 |
| High: |
0.092 |
| Low: |
0.092 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
