JP Morgan Put 75 ON 21.06.2024
/ DE000JL7B9E7
JP Morgan Put 75 ON 21.06.2024/ DE000JL7B9E7 /
| 6/14/2024 11:46:51 AM |
Chg.+0.010 |
Bid1:09:29 PM |
Ask1:09:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.220
Bid Size: 7,500 |
0.240
Ask Size: 7,500 |
ON Semiconductor |
75.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
JL7B9E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/7/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.41 |
| Parity: |
0.00 |
| Time value: |
0.19 |
| Break-even: |
67.95 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
3.16 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
-0.48 |
| Theta: |
-0.14 |
| Omega: |
-17.62 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-56.82% |
| 3 Months |
|
|
-65.45% |
| YTD |
|
|
-59.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.180 |
| 1M High / 1M Low: |
0.540 |
0.180 |
| 6M High / 6M Low: |
1.420 |
0.180 |
| High (YTD): |
4/19/2024 |
1.420 |
| Low (YTD): |
6/13/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.622 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
469.64% |
| Volatility 6M: |
|
263.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
