JP Morgan Put 16 INN1 21.06.2024
/ DE000JK6SL20
JP Morgan Put 16 INN1 21.06.2024/ DE000JK6SL20 /
| 2024-06-04 11:35:12 AM |
Chg.+0.120 |
Bid6:50:11 PM |
Ask6:50:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+75.00% |
0.360
Bid Size: 3,000 |
0.510
Ask Size: 3,000 |
ING GROEP NV EO... |
16.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
JK6SL2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-45.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
-0.47 |
| Time value: |
0.36 |
| Break-even: |
15.64 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.20 |
| Spread %: |
125.00% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-15.95 |
| Rho: |
0.00 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
-45.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.160 |
| 1M High / 1M Low: |
0.500 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
