JP Morgan Put 14 VALE 20.12.2024
/ DE000JL630B9
JP Morgan Put 14 VALE 20.12.2024/ DE000JL630B9 /
| 2024-06-04 11:44:06 AM |
Chg.+0.010 |
Bid4:01:35 PM |
Ask4:01:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+4.35% |
0.260
Bid Size: 750,000 |
0.270
Ask Size: 750,000 |
Vale SA |
14.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
JL630B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
0.32 |
| Time value: |
-0.07 |
| Break-even: |
11.50 |
| Moneyness: |
1.29 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
+71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.190 |
| 1M High / 1M Low: |
0.230 |
0.170 |
| 6M High / 6M Low: |
0.260 |
0.140 |
| High (YTD): |
2024-04-19 |
0.260 |
| Low (YTD): |
2024-01-02 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.206 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.63% |
| Volatility 6M: |
|
82.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
