JP Morgan Put 20 GEN 20.09.2024
/ DE000JL78DK2
JP Morgan Put 20 GEN 20.09.2024/ DE000JL78DK2 /
| 17/05/2024 11:13:49 |
Chg.-0.004 |
Bid11:30:18 |
Ask11:30:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
-8.51% |
0.044
Bid Size: 5,000 |
0.064
Ask Size: 5,000 |
Gen Digital Inc |
20.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JL78DK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
28/07/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-37.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
-0.50 |
| Time value: |
0.06 |
| Break-even: |
17.77 |
| Moneyness: |
0.79 |
| Premium: |
0.24 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.02 |
| Spread %: |
46.51% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-5.75 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.043 |
| High: |
0.043 |
| Low: |
0.043 |
| Previous Close: |
0.047 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.29% |
| 1 Month |
|
|
-78.50% |
| 3 Months |
|
|
-77.37% |
| YTD |
|
|
-73.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.047 |
| 1M High / 1M Low: |
0.220 |
0.047 |
| 6M High / 6M Low: |
0.240 |
0.047 |
| High (YTD): |
03/05/2024 |
0.220 |
| Low (YTD): |
16/05/2024 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.82% |
| Volatility 6M: |
|
140.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
