JP Morgan Put 60 W 21.06.2024
/ DE000JL8ZQZ8
JP Morgan Put 60 W 21.06.2024/ DE000JL8ZQZ8 /
| 2024-06-07 10:14:07 AM |
Chg.-0.050 |
Bid6:27:36 PM |
Ask6:27:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-14.29% |
0.400
Bid Size: 100,000 |
0.410
Ask Size: 100,000 |
Wayfair Inc |
60.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JL8ZQZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wayfair Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.61 |
| Parity: |
0.05 |
| Time value: |
0.25 |
| Break-even: |
52.06 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
2.24 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
-0.50 |
| Theta: |
-0.10 |
| Omega: |
-8.99 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.92% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-67.39% |
| YTD |
|
|
-70.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.340 |
| 1M High / 1M Low: |
0.470 |
0.120 |
| 6M High / 6M Low: |
1.560 |
0.120 |
| High (YTD): |
2024-02-06 |
1.560 |
| Low (YTD): |
2024-05-16 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.931 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.86% |
| Volatility 6M: |
|
211.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
