JP Morgan Put 130 DYH 20.09.2024
/ DE000JL31SV6
JP Morgan Put 130 DYH 20.09.2024/ DE000JL31SV6 /
| 2024-05-30 10:01:25 AM |
Chg.- |
Bid8:17:59 AM |
Ask8:17:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
- |
0.190
Bid Size: 3,000 |
0.260
Ask Size: 3,000 |
TARGET CORP. DL-... |
130.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
JL31SV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
TARGET CORP. DL-,0833 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-53.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.29 |
| Parity: |
-0.84 |
| Time value: |
0.26 |
| Break-even: |
127.40 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.07 |
| Spread %: |
36.84% |
| Delta: |
-0.25 |
| Theta: |
-0.02 |
| Omega: |
-13.23 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
+27.78% |
| 3 Months |
|
|
-56.60% |
| YTD |
|
|
-72.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.230 |
| 1M High / 1M Low: |
0.310 |
0.160 |
| 6M High / 6M Low: |
1.150 |
0.120 |
| High (YTD): |
2024-01-18 |
1.000 |
| Low (YTD): |
2024-04-04 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.518 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.62% |
| Volatility 6M: |
|
172.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
