JP Morgan Put 14 FR 20.12.2024
/ DE000JB5AY41
JP Morgan Put 14 FR 20.12.2024/ DE000JB5AY41 /
| 2024-06-07 9:27:08 AM |
Chg.+0.010 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+3.13% |
-
Bid Size: - |
-
Ask Size: - |
Valeo SA |
14.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
JB5AY4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valeo SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.38 |
| Parity: |
0.30 |
| Time value: |
0.06 |
| Break-even: |
10.40 |
| Moneyness: |
1.27 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
12.50% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-1.95 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+32.00% |
| 3 Months |
|
|
-19.51% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.290 |
| 1M High / 1M Low: |
0.320 |
0.210 |
| 6M High / 6M Low: |
0.430 |
0.210 |
| High (YTD): |
2024-03-05 |
0.430 |
| Low (YTD): |
2024-05-17 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.304 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.61% |
| Volatility 6M: |
|
101.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
