JP Morgan Put 52 FRA 21.06.2024
/ DE000JL9Z3E0
JP Morgan Put 52 FRA 21.06.2024/ DE000JL9Z3E0 /
2024-06-10 4:29:55 PM |
Chg.+0.030 |
Bid6:39:23 PM |
Ask6:39:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.088EUR |
+51.72% |
0.083 Bid Size: 2,000 |
0.230 Ask Size: 2,000 |
FRAPORT AG FFM.AIRPO... |
52.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
JL9Z3E |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
52.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-20.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.96 |
Historic volatility: |
0.28 |
Parity: |
-0.20 |
Time value: |
0.26 |
Break-even: |
49.40 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
13.68 |
Spread abs.: |
0.20 |
Spread %: |
364.29% |
Delta: |
-0.38 |
Theta: |
-0.15 |
Omega: |
-7.84 |
Rho: |
-0.01 |
Quote data
Open: |
0.067 |
High: |
0.088 |
Low: |
0.067 |
Previous Close: |
0.058 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+29.41% |
1 Month |
|
|
-81.28% |
3 Months |
|
|
-76.22% |
YTD |
|
|
-74.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.082 |
0.057 |
1M High / 1M Low: |
0.470 |
0.057 |
6M High / 6M Low: |
0.800 |
0.057 |
High (YTD): |
2024-04-16 |
0.800 |
Low (YTD): |
2024-06-06 |
0.057 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.067 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.182 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.384 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
385.54% |
Volatility 6M: |
|
207.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |