JP Morgan Put 18 CCL 21.06.2024
/ DE000JL5QR58
JP Morgan Put 18 CCL 21.06.2024/ DE000JL5QR58 /
| 5/20/2024 11:34:25 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Carnival Corp |
18.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
JL5QR5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Carnival Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/30/2023 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.40 |
| Parity: |
0.26 |
| Time value: |
0.03 |
| Break-even: |
15.10 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
-0.79 |
| Theta: |
-0.05 |
| Omega: |
-4.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.15% |
| 3 Months |
|
|
+12.00% |
| YTD |
|
|
+47.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.330 |
0.280 |
| 6M High / 6M Low: |
0.380 |
0.180 |
| High (YTD): |
4/19/2024 |
0.380 |
| Low (YTD): |
3/28/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.277 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.00% |
| Volatility 6M: |
|
165.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
