JP Morgan Put 16 VALE 20.12.2024
/ DE000JB778L7
JP Morgan Put 16 VALE 20.12.2024/ DE000JB778L7 /
| 6/4/2024 9:21:23 AM |
Chg.+0.010 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
-
Bid Size: - |
-
Ask Size: - |
Vale SA |
16.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JB778L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/22/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
0.38 |
| Time value: |
-0.02 |
| Break-even: |
11.00 |
| Moneyness: |
1.35 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.71% |
| 1 Month |
|
|
+11.43% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
+77.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.340 |
| 1M High / 1M Low: |
0.380 |
0.300 |
| 6M High / 6M Low: |
0.420 |
0.220 |
| High (YTD): |
4/19/2024 |
0.420 |
| Low (YTD): |
1/3/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.39% |
| Volatility 6M: |
|
74.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
