JP Morgan Put 95 CL 15.11.2024
/ DE000JK8ZRZ7
JP Morgan Put 95 CL 15.11.2024/ DE000JK8ZRZ7 /
| 11/11/2024 10:47:16 |
Chg.-0.160 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-41.03% |
-
Bid Size: - |
-
Ask Size: - |
Colgate Palmolive Co |
95.00 USD |
15/11/2024 |
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: |
15/11/2024 |
| Issue date: |
09/05/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.14 |
| Parity: |
0.23 |
| Time value: |
0.02 |
| Break-even: |
86.17 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.81 |
| Theta: |
-0.08 |
| Omega: |
-27.91 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
+91.67% |
| 3 Months |
|
|
+53.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.130 |
| 1M High / 1M Low: |
0.450 |
0.074 |
| 6M High / 6M Low: |
0.540 |
0.052 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.202 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
944.35% |
| Volatility 6M: |
|
423.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
