JP Morgan Put 15 VALE 17.01.2025
/ DE000JL7YWJ5
JP Morgan Put 15 VALE 17.01.2025/ DE000JL7YWJ5 /
| 2024-05-22 9:39:46 AM |
Chg.0.000 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.250
Bid Size: 30,000 |
0.260
Ask Size: 30,000 |
Vale SA |
15.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL7YWJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
0.20 |
| Time value: |
0.06 |
| Break-even: |
11.22 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-2.67 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
-19.35% |
| 3 Months |
|
|
-10.71% |
| YTD |
|
|
+31.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.240 |
| 1M High / 1M Low: |
0.320 |
0.240 |
| 6M High / 6M Low: |
0.350 |
0.190 |
| High (YTD): |
2024-04-19 |
0.350 |
| Low (YTD): |
2024-01-03 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.268 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.79% |
| Volatility 6M: |
|
78.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
