JP Morgan Put 75 ON 21.06.2024
/ DE000JL7B9E7
JP Morgan Put 75 ON 21.06.2024/ DE000JL7B9E7 /
| 31/05/2024 11:47:38 |
Chg.-0.080 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-14.81% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
75.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
07/07/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.40 |
| Parity: |
0.18 |
| Time value: |
0.18 |
| Break-even: |
65.54 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
-0.58 |
| Theta: |
-0.06 |
| Omega: |
-10.84 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
-28.13% |
| 3 Months |
|
|
-17.86% |
| YTD |
|
|
-2.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.370 |
| 1M High / 1M Low: |
0.680 |
0.230 |
| 6M High / 6M Low: |
1.420 |
0.230 |
| High (YTD): |
19/04/2024 |
1.420 |
| Low (YTD): |
23/05/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.654 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
417.98% |
| Volatility 6M: |
|
249.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
