JP Morgan Put 17 VIPS 21.06.2024
/ DE000JK2MDQ7
JP Morgan Put 17 VIPS 21.06.2024/ DE000JK2MDQ7 /
| 2024-06-07 9:08:12 AM |
Chg.-0.014 |
Bid6:42:22 PM |
Ask6:42:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-14.00% |
0.110
Bid Size: 300,000 |
0.120
Ask Size: 300,000 |
Vipshop Holdings Ltd |
17.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JK2MDQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vipshop Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
0.06 |
| Time value: |
0.03 |
| Break-even: |
14.62 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
11.24% |
| Delta: |
-0.63 |
| Theta: |
-0.02 |
| Omega: |
-9.57 |
| Rho: |
0.00 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.33% |
| 1 Month |
|
|
-49.41% |
| 3 Months |
|
|
-46.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.083 |
| 1M High / 1M Low: |
0.180 |
0.083 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
