JP Morgan Put 80 ON 19.07.2024
/ DE000JL86756
JP Morgan Put 80 ON 19.07.2024/ DE000JL86756 /
| 20/06/2024 10:51:12 |
Chg.+0.040 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+4.55% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
80.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JL8675 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
04/08/2023 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.41 |
| Parity: |
0.86 |
| Time value: |
0.13 |
| Break-even: |
64.54 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
5.32% |
| Delta: |
-0.75 |
| Theta: |
-0.05 |
| Omega: |
-4.97 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.39% |
| 1 Month |
|
|
+37.31% |
| 3 Months |
|
|
+13.58% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.660 |
| 1M High / 1M Low: |
0.970 |
0.550 |
| 6M High / 6M Low: |
1.880 |
0.550 |
| High (YTD): |
22/04/2024 |
1.880 |
| Low (YTD): |
13/06/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.961 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.63% |
| Volatility 6M: |
|
181.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
