JP Morgan Put 20 RUN 21.06.2024
/ DE000JL01VL4
JP Morgan Put 20 RUN 21.06.2024/ DE000JL01VL4 /
| 2024-06-06 8:39:05 AM |
Chg.-0.080 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-14.55% |
-
Bid Size: - |
-
Ask Size: - |
Sunrun Inc |
20.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JL01VL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sunrun Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
- |
| Historic volatility: |
0.77 |
| Parity: |
0.63 |
| Time value: |
-0.14 |
| Break-even: |
15.10 |
| Moneyness: |
1.46 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.62% |
| 1 Month |
|
|
-37.33% |
| 3 Months |
|
|
-38.16% |
| YTD |
|
|
+11.90% |
| 1 Year |
|
|
-12.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.470 |
| 1M High / 1M Low: |
0.820 |
0.470 |
| 6M High / 6M Low: |
0.970 |
0.420 |
| High (YTD): |
2024-03-15 |
0.970 |
| Low (YTD): |
2024-01-02 |
0.430 |
| 52W High: |
2023-10-27 |
1.090 |
| 52W Low: |
2023-07-18 |
0.400 |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.696 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.701 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
145.43% |
| Volatility 6M: |
|
117.98% |
| Volatility 1Y: |
|
105.10% |
| Volatility 3Y: |
|
- |
