JP Morgan Put 205 ALD 21.06.2024
/ DE000JL7CVW6
JP Morgan Put 205 ALD 21.06.2024/ DE000JL7CVW6 /
| 2024-06-04 10:44:43 AM |
Chg.+0.010 |
Bid12:29:16 PM |
Ask12:29:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+2.56% |
0.440
Bid Size: 2,000 |
0.520
Ask Size: 2,000 |
HONEYWELL INTL ... |
205.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JL7CVW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HONEYWELL INTL DL1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
205.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
- |
| Historic volatility: |
0.14 |
| Parity: |
1.94 |
| Time value: |
-1.48 |
| Break-even: |
200.40 |
| Moneyness: |
1.10 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.83 |
| Spread abs.: |
0.08 |
| Spread %: |
21.05% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.82% |
| 1 Month |
|
|
-66.94% |
| 3 Months |
|
|
-59.18% |
| YTD |
|
|
-45.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.390 |
| 1M High / 1M Low: |
1.130 |
0.240 |
| 6M High / 6M Low: |
1.510 |
0.240 |
| High (YTD): |
2024-04-18 |
1.510 |
| Low (YTD): |
2024-05-20 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.950 |
| Avg. volume 6M: |
|
320 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.49% |
| Volatility 6M: |
|
214.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
