JP Morgan Put 80 XS4 19.07.2024
/ DE000JL86756
JP Morgan Put 80 XS4 19.07.2024/ DE000JL86756 /
| 25/06/2024 10:46:26 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ON SEMICOND. D... |
80.00 - |
19/07/2024 |
Put |
Master data
| WKN: |
JL8675 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON SEMICOND. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
04/08/2023 |
| Last trading day: |
26/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
1.78 |
| Historic volatility: |
0.40 |
| Parity: |
0.99 |
| Time value: |
0.14 |
| Break-even: |
68.70 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
9.64 |
| Spread abs.: |
-0.02 |
| Spread %: |
-1.74% |
| Delta: |
-0.77 |
| Theta: |
-0.57 |
| Omega: |
-4.78 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+68.18% |
| 3 Months |
|
|
-26.00% |
| YTD |
|
|
+60.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.19 |
0.81 |
| 6M High / 6M Low: |
1.88 |
0.55 |
| High (YTD): |
22/04/2024 |
1.88 |
| Low (YTD): |
13/06/2024 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.46% |
| Volatility 6M: |
|
193.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
