JP Morgan Put 8 J5A 17.01.2025
/ DE000JL22HN5
JP Morgan Put 8 J5A 17.01.2025/ DE000JL22HN5 /
| 2024-06-19 11:06:48 AM |
Chg.0.000 |
Bid2024-06-19 |
Ask2024-06-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
0.00% |
0.160
Bid Size: 50,000 |
0.170
Ask Size: 50,000 |
WB DISCOVERY SER.A D... |
8.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL22HN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
WB DISCOVERY SER.A DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.45 |
| Parity: |
0.15 |
| Time value: |
0.03 |
| Break-even: |
6.20 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-2.30 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
+23.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.130 |
| 1M High / 1M Low: |
0.160 |
0.120 |
| 6M High / 6M Low: |
0.160 |
0.083 |
| High (YTD): |
2024-06-18 |
0.160 |
| Low (YTD): |
2024-01-02 |
0.096 |
| 52W High: |
2024-06-18 |
0.160 |
| 52W Low: |
2023-12-15 |
0.082 |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.127 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.124 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
124.86% |
| Volatility 6M: |
|
93.15% |
| Volatility 1Y: |
|
99.20% |
| Volatility 3Y: |
|
- |
