JP Morgan Put 20 BTU 17.01.2025
/ DE000JK844L6
JP Morgan Put 20 BTU 17.01.2025/ DE000JK844L6 /
| 24/06/2024 09:23:30 |
Chg.+0.020 |
Bid16:20:11 |
Ask16:20:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+10.53% |
0.190
Bid Size: 50,000 |
0.280
Ask Size: 50,000 |
Peabody Energy Corpo... |
20.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JK844L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Peabody Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
02/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.30 |
| Parity: |
-0.17 |
| Time value: |
0.36 |
| Break-even: |
15.11 |
| Moneyness: |
0.91 |
| Premium: |
0.26 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.15 |
| Spread %: |
71.43% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-1.79 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+23.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.180 |
| 1M High / 1M Low: |
0.190 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
