JP Morgan Put 50 UNVB 21.06.2024
/ DE000JL26Z98
JP Morgan Put 50 UNVB 21.06.2024/ DE000JL26Z98 /
| 23/04/2024 10:51:16 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
UNILEVER PLC LS-,0... |
50.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
JL26Z9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
24/04/2023 |
| Last trading day: |
24/04/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.17 |
| Parity: |
-0.01 |
| Time value: |
0.63 |
| Break-even: |
43.70 |
| Moneyness: |
1.00 |
| Premium: |
0.13 |
| Premium p.a.: |
2.97 |
| Spread abs.: |
0.08 |
| Spread %: |
14.55% |
| Delta: |
-0.43 |
| Theta: |
-0.10 |
| Omega: |
-3.41 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.77% |
| 3 Months |
|
|
+48.57% |
| YTD |
|
|
-17.46% |
| 1 Year |
|
|
+23.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.540 |
0.520 |
| 6M High / 6M Low: |
0.710 |
0.350 |
| High (YTD): |
22/01/2024 |
0.710 |
| Low (YTD): |
23/02/2024 |
0.350 |
| 52W High: |
22/01/2024 |
0.710 |
| 52W Low: |
23/02/2024 |
0.350 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.516 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
94.67% |
| Volatility 1Y: |
|
87.80% |
| Volatility 3Y: |
|
- |
