JP Morgan Put 6 UAA 17.01.2025
/ DE000JL67Z23
JP Morgan Put 6 UAA 17.01.2025/ DE000JL67Z23 /
| 2024-05-21 10:32:54 AM |
Chg.+0.010 |
Bid12:55:29 PM |
Ask12:55:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+2.38% |
0.430
Bid Size: 2,000 |
1.130
Ask Size: 2,000 |
Under Armour Inc |
6.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL67Z2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.36 |
| Parity: |
-0.17 |
| Time value: |
1.13 |
| Break-even: |
4.87 |
| Moneyness: |
0.97 |
| Premium: |
0.21 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.70 |
| Spread %: |
162.79% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-1.95 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.27% |
| 1 Month |
|
|
-28.33% |
| 3 Months |
|
|
-10.42% |
| YTD |
|
|
-4.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.420 |
| 1M High / 1M Low: |
0.570 |
0.420 |
| 6M High / 6M Low: |
0.680 |
0.340 |
| High (YTD): |
2024-01-18 |
0.670 |
| Low (YTD): |
2024-03-05 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.516 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.22% |
| Volatility 6M: |
|
90.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
