JP Morgan Put 15 VALE 20.12.2024
/ DE000JL7YW75
JP Morgan Put 15 VALE 20.12.2024/ DE000JL7YW75 /
| 6/14/2024 9:43:32 AM |
Chg.-0.010 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
-
Bid Size: - |
-
Ask Size: - |
Vale SA |
15.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JL7YW7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/26/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
0.35 |
| Time value: |
0.01 |
| Break-even: |
10.46 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.79 |
| Theta: |
0.00 |
| Omega: |
-2.34 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+38.46% |
| 3 Months |
|
|
+16.13% |
| 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 |
0.230 |
| 6M High / 6M Low: |
0.370 |
0.170 |
| High (YTD): |
6/13/2024 |
0.370 |
| Low (YTD): |
1/3/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.43% |
| Volatility 6M: |
|
78.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
