JP Morgan Put 72 MET 21.06.2024
/ DE000JS7FJ70
JP Morgan Put 72 MET 21.06.2024/ DE000JS7FJ70 /
| 2024-05-30 4:09:50 PM |
Chg.-0.010 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-4.55% |
-
Bid Size: - |
-
Ask Size: - |
MetLife Inc |
72.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JS7FJ7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
0.68 |
| Time value: |
-0.45 |
| Break-even: |
69.70 |
| Moneyness: |
1.10 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
15.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.210 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+133.33% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-53.33% |
| YTD |
|
|
-68.66% |
| 1 Year |
|
|
-89.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.090 |
| 1M High / 1M Low: |
0.300 |
0.057 |
| 6M High / 6M Low: |
0.880 |
0.057 |
| High (YTD): |
2024-02-02 |
0.730 |
| Low (YTD): |
2024-05-20 |
0.057 |
| 52W High: |
2023-05-31 |
2.150 |
| 52W Low: |
2024-05-20 |
0.057 |
| Avg. price 1W: |
|
0.129 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.831 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
593.54% |
| Volatility 6M: |
|
274.98% |
| Volatility 1Y: |
|
201.55% |
| Volatility 3Y: |
|
- |
