JP Morgan Put 45 CTVA 21.06.2024
/ DE000JL7PD61
JP Morgan Put 45 CTVA 21.06.2024/ DE000JL7PD61 /
2024-06-12 10:19:09 AM |
Chg.-0.002 |
Bid12:36:12 PM |
Ask12:36:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.002EUR |
-50.00% |
0.002 Bid Size: 2,000 |
0.072 Ask Size: 2,000 |
Corteva Inc |
45.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
JL7PD6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Corteva Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-13 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-58.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.05 |
Historic volatility: |
0.28 |
Parity: |
-0.62 |
Time value: |
0.08 |
Break-even: |
41.08 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.08 |
Spread %: |
4,000.00% |
Delta: |
-0.18 |
Theta: |
-0.11 |
Omega: |
-10.41 |
Rho: |
0.00 |
Quote data
Open: |
0.002 |
High: |
0.002 |
Low: |
0.002 |
Previous Close: |
0.004 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-66.67% |
1 Month |
|
|
-83.33% |
3 Months |
|
|
-97.85% |
YTD |
|
|
-99.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.006 |
0.003 |
1M High / 1M Low: |
0.028 |
0.003 |
6M High / 6M Low: |
0.470 |
0.003 |
High (YTD): |
2024-01-18 |
0.440 |
Low (YTD): |
2024-06-07 |
0.003 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.004 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.012 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.159 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
721.79% |
Volatility 6M: |
|
384.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |