JP Morgan Put 15 VALE 17.01.2025
/ DE000JL7YWJ5
JP Morgan Put 15 VALE 17.01.2025/ DE000JL7YWJ5 /
| 18/06/2024 09:40:34 |
Chg.+0.020 |
Bid15:41:37 |
Ask15:41:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
0.370
Bid Size: 500,000 |
0.380
Ask Size: 500,000 |
Vale SA |
15.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JL7YWJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
26/07/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
0.36 |
| Time value: |
0.03 |
| Break-even: |
10.07 |
| Moneyness: |
1.34 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-1.87 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
+18.75% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.360 |
| 1M High / 1M Low: |
0.370 |
0.240 |
| 6M High / 6M Low: |
0.370 |
0.190 |
| High (YTD): |
13/06/2024 |
0.370 |
| Low (YTD): |
03/01/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.21% |
| Volatility 6M: |
|
78.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
