JP Morgan Put 11 VALE 20.12.2024
/ DE000JL63086
JP Morgan Put 11 VALE 20.12.2024/ DE000JL63086 /
| 6/4/2024 11:44:06 AM |
Chg.+0.006 |
Bid9:11:22 PM |
Ask9:11:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+9.38% |
0.079
Bid Size: 750,000 |
0.089
Ask Size: 750,000 |
Vale SA |
11.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
JL6308 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
6/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
0.02 |
| Time value: |
0.06 |
| Break-even: |
10.22 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
14.71% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-6.27 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.064 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+12.90% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
+9.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.049 |
| 1M High / 1M Low: |
0.064 |
0.045 |
| 6M High / 6M Low: |
0.110 |
0.045 |
| High (YTD): |
2/5/2024 |
0.110 |
| Low (YTD): |
5/22/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.077 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.47% |
| Volatility 6M: |
|
105.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
