JP Morgan Put 140 CLX 17.01.2025
/ DE000JL1GPP6
JP Morgan Put 140 CLX 17.01.2025/ DE000JL1GPP6 /
| 6/4/2024 10:08:27 AM |
Chg.+0.04 |
Bid7:43:56 AM |
Ask7:43:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+2.65% |
1.45
Bid Size: 2,000 |
1.60
Ask Size: 2,000 |
Clorox Co |
140.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
JL1GPP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Clorox Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/6/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
1.98 |
| Time value: |
-0.36 |
| Break-even: |
123.80 |
| Moneyness: |
1.16 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
6.58% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.28% |
| 1 Month |
|
|
+26.02% |
| 3 Months |
|
|
+46.23% |
| YTD |
|
|
-1.27% |
| 1 Year |
|
|
+18.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.51 |
| 1M High / 1M Low: |
1.75 |
1.05 |
| 6M High / 6M Low: |
1.75 |
0.88 |
| High (YTD): |
5/30/2024 |
1.75 |
| Low (YTD): |
3/13/2024 |
0.88 |
| 52W High: |
11/1/2023 |
2.98 |
| 52W Low: |
3/13/2024 |
0.88 |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
1.49 |
| Avg. volume 1Y: |
|
3.91 |
| Volatility 1M: |
|
91.58% |
| Volatility 6M: |
|
87.45% |
| Volatility 1Y: |
|
82.19% |
| Volatility 3Y: |
|
- |
