JP Morgan Put 69 MDLZ 21.06.2024
/ DE000JK9PWV5
JP Morgan Put 69 MDLZ 21.06.2024/ DE000JK9PWV5 /
2024-06-03 11:02:11 AM |
Chg.-0.030 |
Bid1:17:38 PM |
Ask1:17:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-20.00% |
0.120 Bid Size: 25,000 |
0.130 Ask Size: 25,000 |
Mondelez Internation... |
69.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
JK9PWV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
69.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-25 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-48.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
0.04 |
Time value: |
0.09 |
Break-even: |
62.28 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.01 |
Spread %: |
8.33% |
Delta: |
-0.54 |
Theta: |
-0.03 |
Omega: |
-26.00 |
Rho: |
-0.02 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.150 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
+22.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.110 |
1M High / 1M Low: |
0.220 |
0.037 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.090 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
507.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |