JP Morgan Put 75 ON 19.07.2024
/ DE000JL9QN90
JP Morgan Put 75 ON 19.07.2024/ DE000JL9QN90 /
| 2024-06-14 11:32:17 AM |
Chg.+0.070 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+24.14% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
75.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JL9QN9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.41 |
| Parity: |
0.28 |
| Time value: |
0.23 |
| Break-even: |
64.96 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
-0.59 |
| Theta: |
-0.05 |
| Omega: |
-7.72 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-12.20% |
| 3 Months |
|
|
-49.30% |
| YTD |
|
|
-29.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.290 |
| 1M High / 1M Low: |
0.630 |
0.290 |
| 6M High / 6M Low: |
1.440 |
0.290 |
| High (YTD): |
2024-04-19 |
1.440 |
| Low (YTD): |
2024-06-13 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.683 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.32% |
| Volatility 6M: |
|
215.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
