JP Morgan Put 15 RUN 21.06.2024
/ DE000JL003P9
JP Morgan Put 15 RUN 21.06.2024/ DE000JL003P9 /
31/05/2024 16:00:56 |
Chg.-0.070 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-31.82% |
- Bid Size: - |
- Ask Size: - |
Sunrun Inc |
15.00 - |
21/06/2024 |
Put |
Master data
WKN: |
JL003P |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Sunrun Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 - |
Maturity: |
21/06/2024 |
Issue date: |
28/03/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.17 |
Implied volatility: |
- |
Historic volatility: |
0.77 |
Parity: |
0.17 |
Time value: |
-0.02 |
Break-even: |
13.50 |
Moneyness: |
1.13 |
Premium: |
-0.01 |
Premium p.a.: |
-0.21 |
Spread abs.: |
0.01 |
Spread %: |
7.14% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-62.50% |
YTD |
|
|
-25.00% |
1 Year |
|
|
-53.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.150 |
1M High / 1M Low: |
0.490 |
0.150 |
6M High / 6M Low: |
0.550 |
0.150 |
High (YTD): |
15/03/2024 |
0.550 |
Low (YTD): |
31/05/2024 |
0.150 |
52W High: |
27/10/2023 |
0.670 |
52W Low: |
31/05/2024 |
0.150 |
Avg. price 1W: |
|
0.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.311 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.348 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.371 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
243.76% |
Volatility 6M: |
|
161.71% |
Volatility 1Y: |
|
136.12% |
Volatility 3Y: |
|
- |