JP Morgan Put 340 LOR 20.06.2025
/ DE000JK6CY64
JP Morgan Put 340 LOR 20.06.2025/ DE000JK6CY64 /
2024-09-25 9:31:03 AM |
Chg.-0.020 |
Bid11:15:13 AM |
Ask11:15:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-15.38% |
0.120 Bid Size: 250,000 |
0.130 Ask Size: 250,000 |
L OREAL INH. E... |
340.00 - |
2025-06-20 |
Put |
Master data
WKN: |
JK6CY6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-06-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-17.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.20 |
Parity: |
-0.43 |
Time value: |
0.22 |
Break-even: |
318.00 |
Moneyness: |
0.89 |
Premium: |
0.17 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.10 |
Spread %: |
83.33% |
Delta: |
-0.26 |
Theta: |
-0.06 |
Omega: |
-4.61 |
Rho: |
-0.91 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.130 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.67% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+50.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.130 |
1M High / 1M Low: |
0.160 |
0.094 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |