JP Morgan Put 900 ASME 19.07.2024
/ DE000JT1L5M5
JP Morgan Put 900 ASME 19.07.2024/ DE000JT1L5M5 /
| 2024-07-10 8:46:49 AM |
Chg.+0.150 |
Bid4:37:42 PM |
Ask4:37:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+31.25% |
0.570
Bid Size: 7,500 |
0.600
Ask Size: 7,500 |
ASML HOLDING EO -... |
900.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
JT1L5M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-55.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.30 |
| Parity: |
-8.27 |
| Time value: |
1.78 |
| Break-even: |
882.20 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
50.88 |
| Spread abs.: |
1.00 |
| Spread %: |
128.21% |
| Delta: |
-0.23 |
| Theta: |
-2.10 |
| Omega: |
-12.50 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
-70.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.480 |
| 1M High / 1M Low: |
2.230 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
