JP Morgan Put 95 CL 15.11.2024
/ DE000JK8ZRZ7
JP Morgan Put 95 CL 15.11.2024/ DE000JK8ZRZ7 /
| 7/30/2024 10:41:50 AM |
Chg.- |
Bid10:06:33 AM |
Ask10:06:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
0.140
Bid Size: 25,000 |
0.150
Ask Size: 25,000 |
Colgate Palmolive Co |
95.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK8ZRZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
5/9/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-61.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
-0.51 |
| Time value: |
0.15 |
| Break-even: |
86.34 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-15.22 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-43.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.130 |
| 1M High / 1M Low: |
0.320 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
