JP Morgan Put 130 DYH 17.01.2025
/ DE000JL2ADF4
JP Morgan Put 130 DYH 17.01.2025/ DE000JL2ADF4 /
2024-05-28 10:51:52 AM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-1.89% |
- Bid Size: - |
- Ask Size: - |
TARGET CORP. DL-... |
130.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL2ADF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
TARGET CORP. DL-,0833 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-17 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.29 |
Parity: |
-0.37 |
Time value: |
0.67 |
Break-even: |
123.30 |
Moneyness: |
0.97 |
Premium: |
0.08 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.15 |
Spread %: |
28.85% |
Delta: |
-0.35 |
Theta: |
-0.01 |
Omega: |
-7.07 |
Rho: |
-0.35 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.81% |
1 Month |
|
|
+36.84% |
3 Months |
|
|
-31.58% |
YTD |
|
|
-53.57% |
1 Year |
|
|
-70.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.420 |
1M High / 1M Low: |
0.600 |
0.370 |
6M High / 6M Low: |
1.460 |
0.270 |
High (YTD): |
2024-01-18 |
1.250 |
Low (YTD): |
2024-04-02 |
0.270 |
52W High: |
2023-10-09 |
2.990 |
52W Low: |
2024-04-02 |
0.270 |
Avg. price 1W: |
|
0.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.445 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.785 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.450 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
203.78% |
Volatility 6M: |
|
129.36% |
Volatility 1Y: |
|
106.57% |
Volatility 3Y: |
|
- |