JP Morgan Put 70 KTF 17.01.2025
/ DE000JL0DEL8
JP Morgan Put 70 KTF 17.01.2025/ DE000JL0DEL8 /
16/08/2024 08:49:48 |
Chg.+0.020 |
Bid14:04:20 |
Ask14:04:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+7.69% |
0.280 Bid Size: 30,000 |
0.290 Ask Size: 30,000 |
MONDELEZ INTL INC. A |
70.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL0DEL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MONDELEZ INTL INC. A |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 - |
Maturity: |
17/01/2025 |
Issue date: |
12/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.59 |
Implied volatility: |
- |
Historic volatility: |
0.16 |
Parity: |
0.59 |
Time value: |
-0.29 |
Break-even: |
67.00 |
Moneyness: |
1.09 |
Premium: |
-0.05 |
Premium p.a.: |
-0.11 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.15% |
1 Month |
|
|
-49.09% |
3 Months |
|
|
-6.67% |
YTD |
|
|
-40.43% |
1 Year |
|
|
-53.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.260 |
1M High / 1M Low: |
0.550 |
0.260 |
6M High / 6M Low: |
0.610 |
0.260 |
High (YTD): |
16/04/2024 |
0.610 |
Low (YTD): |
15/08/2024 |
0.260 |
52W High: |
12/10/2023 |
1.090 |
52W Low: |
15/08/2024 |
0.260 |
Avg. price 1W: |
|
0.310 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.416 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.428 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.509 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
129.44% |
Volatility 6M: |
|
118.19% |
Volatility 1Y: |
|
103.44% |
Volatility 3Y: |
|
- |