JP Morgan Put 150 AMC 17.01.2025
/ DE000JL03PU3
JP Morgan Put 150 AMC 17.01.2025/ DE000JL03PU3 /
2024-05-17 9:57:16 AM |
Chg.-0.07 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.88EUR |
-2.37% |
- Bid Size: - |
- Ask Size: - |
ALBEMARLE CORP. D... |
150.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL03PU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ALBEMARLE CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-06 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.68 |
Intrinsic value: |
3.11 |
Implied volatility: |
- |
Historic volatility: |
0.47 |
Parity: |
3.11 |
Time value: |
-0.16 |
Break-even: |
120.50 |
Moneyness: |
1.26 |
Premium: |
-0.01 |
Premium p.a.: |
-0.02 |
Spread abs.: |
0.08 |
Spread %: |
2.79% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.88 |
High: |
2.88 |
Low: |
2.88 |
Previous Close: |
2.95 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.88% |
1 Month |
|
|
-28.36% |
3 Months |
|
|
-26.72% |
YTD |
|
|
+3.23% |
1 Year |
|
|
+49.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.95 |
2.60 |
1M High / 1M Low: |
4.20 |
2.60 |
6M High / 6M Low: |
4.58 |
2.60 |
High (YTD): |
2024-02-06 |
4.58 |
Low (YTD): |
2024-05-15 |
2.60 |
52W High: |
2024-02-06 |
4.58 |
52W Low: |
2023-07-12 |
1.05 |
Avg. price 1W: |
|
2.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.59 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.79 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
103.16% |
Volatility 6M: |
|
107.57% |
Volatility 1Y: |
|
104.81% |
Volatility 3Y: |
|
- |