JP Morgan Put 810 LLY 19.07.2024
/ DE000JK39WJ8
JP Morgan Put 810 LLY 19.07.2024/ DE000JK39WJ8 /
03/07/2024 15:01:08 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
- |
- Bid Size: - |
- Ask Size: - |
ELI LILLY |
810.00 - |
19/07/2024 |
Put |
Master data
WKN: |
JK39WJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
810.00 - |
Maturity: |
19/07/2024 |
Issue date: |
05/03/2024 |
Last trading day: |
04/07/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-483.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.26 |
Parity: |
-0.60 |
Time value: |
0.02 |
Break-even: |
808.20 |
Moneyness: |
0.93 |
Premium: |
0.07 |
Premium p.a.: |
62.39 |
Spread abs.: |
0.01 |
Spread %: |
125.00% |
Delta: |
-0.08 |
Theta: |
-0.58 |
Omega: |
-40.48 |
Rho: |
-0.01 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.008 |
Previous Close: |
0.006 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-82.61% |
3 Months |
|
|
-98.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.046 |
0.006 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
410.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |