JP Morgan Put 20 BE 17.01.2025
/ DE000JL1MJ80
JP Morgan Put 20 BE 17.01.2025/ DE000JL1MJ80 /
19/06/2024 09:21:49 |
Chg.+0.020 |
Bid18:38:45 |
Ask18:38:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+2.94% |
0.710 Bid Size: 15,000 |
0.860 Ask Size: 15,000 |
Bloom Energy Corpora... |
20.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL1MJ8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bloom Energy Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
17/01/2025 |
Issue date: |
05/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.88 |
Historic volatility: |
0.60 |
Parity: |
0.73 |
Time value: |
0.12 |
Break-even: |
11.50 |
Moneyness: |
1.57 |
Premium: |
0.10 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.15 |
Spread %: |
21.43% |
Delta: |
-0.62 |
Theta: |
-0.01 |
Omega: |
-0.93 |
Rho: |
-0.10 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.680 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.38% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
-29.29% |
YTD |
|
|
+1.45% |
1 Year |
|
|
+1.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.600 |
1M High / 1M Low: |
0.770 |
0.570 |
6M High / 6M Low: |
1.070 |
0.570 |
High (YTD): |
26/02/2024 |
1.070 |
Low (YTD): |
03/06/2024 |
0.570 |
52W High: |
26/02/2024 |
1.070 |
52W Low: |
03/06/2024 |
0.570 |
Avg. price 1W: |
|
0.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.625 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.847 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.808 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
92.38% |
Volatility 6M: |
|
66.58% |
Volatility 1Y: |
|
58.81% |
Volatility 3Y: |
|
- |