JP Morgan Put 15 VALE 20.12.2024
/ DE000JL7YW75
JP Morgan Put 15 VALE 20.12.2024/ DE000JL7YW75 /
| 2024-05-31 9:46:39 AM |
Chg.0.000 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Vale SA |
15.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JL7YW7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
0.27 |
| Time value: |
0.04 |
| Break-even: |
10.75 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-2.37 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
+7.14% |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.260 |
| 1M High / 1M Low: |
0.300 |
0.230 |
| 6M High / 6M Low: |
0.340 |
0.170 |
| High (YTD): |
2024-04-19 |
0.340 |
| Low (YTD): |
2024-01-03 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.43% |
| Volatility 6M: |
|
79.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
