JP Morgan Put 7 UAA 17.01.2025
/ DE000JL60FL3
JP Morgan Put 7 UAA 17.01.2025/ DE000JL60FL3 /
| 2024-06-07 10:57:44 AM |
Chg.0.000 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Under Armour Inc |
7.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL60FL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.35 |
| Parity: |
0.60 |
| Time value: |
0.44 |
| Break-even: |
5.96 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.30 |
| Spread %: |
40.54% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-3.25 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-23.40% |
| 3 Months |
|
|
+16.13% |
| YTD |
|
|
+1.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.630 |
| 1M High / 1M Low: |
0.950 |
0.630 |
| 6M High / 6M Low: |
1.090 |
0.590 |
| High (YTD): |
2024-04-16 |
1.090 |
| Low (YTD): |
2024-03-05 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.809 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.847 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.78% |
| Volatility 6M: |
|
92.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
