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.- |
Bid9:09:34 AM |
Ask9:09:34 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: |
|
- |