JP Morgan Put 155 VRSN 15.11.2024
/ DE000JK6ZLH2
JP Morgan Put 155 VRSN 15.11.2024/ DE000JK6ZLH2 /
| 19/06/2024 11:22:25 |
Chg.+0.030 |
Bid13:56:22 |
Ask13:56:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+5.36% |
0.590
Bid Size: 1,000 |
0.790
Ask Size: 1,000 |
VeriSign Inc |
155.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK6ZLH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VeriSign Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.16 |
| Parity: |
-2.16 |
| Time value: |
0.65 |
| Break-even: |
137.82 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.09 |
| Spread %: |
16.67% |
| Delta: |
-0.23 |
| Theta: |
-0.04 |
| Omega: |
-5.90 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.46% |
| 1 Month |
|
|
-26.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.500 |
| 1M High / 1M Low: |
0.800 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
