JP Morgan Put 76 ON 19.07.2024
/ DE000JT1QLY8
JP Morgan Put 76 ON 19.07.2024/ DE000JT1QLY8 /
| 7/16/2024 12:20:53 PM |
Chg.+0.010 |
Bid1:34:31 PM |
Ask1:34:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
0.120
Bid Size: 5,000 |
0.140
Ask Size: 5,000 |
ON Semiconductor |
76.00 USD |
7/19/2024 |
Put |
Master data
| WKN: |
JT1QLY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/24/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.40 |
| Parity: |
-0.03 |
| Time value: |
0.15 |
| Break-even: |
68.24 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
22.40 |
| Spread abs.: |
0.03 |
| Spread %: |
25.00% |
| Delta: |
-0.45 |
| Theta: |
-0.27 |
| Omega: |
-21.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.17% |
| 1 Month |
|
|
-74.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.100 |
| 1M High / 1M Low: |
0.830 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
