JP Morgan Put 940 LLY 18.10.2024
/ DE000JT4G669
JP Morgan Put 940 LLY 18.10.2024/ DE000JT4G669 /
| 10/9/2024 11:42:24 AM |
Chg.-0.160 |
Bid5:27:26 PM |
Ask5:27:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-35.56% |
0.280
Bid Size: 100,000 |
0.290
Ask Size: 100,000 |
Eli Lilly and Co |
940.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JT4G66 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
940.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
7/11/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.24 |
| Time value: |
0.07 |
| Break-even: |
825.45 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.70 |
| Theta: |
-0.75 |
| Omega: |
-18.80 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.27% |
| 1 Month |
|
|
-39.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.450 |
| 1M High / 1M Low: |
0.640 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
497.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
