JP Morgan Put 190 ALD 17.01.2025
/ DE000JL1A5T0
JP Morgan Put 190 ALD 17.01.2025/ DE000JL1A5T0 /
31/10/2024 08:56:43 |
Chg.+0.070 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+33.33% |
- Bid Size: - |
- Ask Size: - |
HONEYWELL INTL ... |
190.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL1A5T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
HONEYWELL INTL DL1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
190.00 - |
Maturity: |
17/01/2025 |
Issue date: |
12/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-44.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.11 |
Historic volatility: |
0.15 |
Parity: |
0.19 |
Time value: |
0.23 |
Break-even: |
185.80 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.15 |
Spread %: |
55.56% |
Delta: |
-0.52 |
Theta: |
-0.02 |
Omega: |
-23.16 |
Rho: |
-0.22 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+86.67% |
1 Month |
|
|
-3.45% |
3 Months |
|
|
-39.13% |
YTD |
|
|
-70.83% |
1 Year |
|
|
-87.04% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.150 |
1M High / 1M Low: |
0.390 |
0.110 |
6M High / 6M Low: |
0.930 |
0.110 |
High (YTD): |
06/02/2024 |
1.300 |
Low (YTD): |
23/10/2024 |
0.110 |
52W High: |
31/10/2023 |
2.160 |
52W Low: |
23/10/2024 |
0.110 |
Avg. price 1W: |
|
0.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.224 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.427 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.776 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
265.16% |
Volatility 6M: |
|
194.53% |
Volatility 1Y: |
|
151.21% |
Volatility 3Y: |
|
- |