JP Morgan Put 16 IFX 19.03.2021
/ DE000JC13LW6
JP Morgan Put 16 IFX 19.03.2021/ DE000JC13LW6 /
| 3/4/2021 8:34:47 AM |
Chg.-0.001 |
Bid9:48:54 PM |
Ask9:48:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
-50.00% |
0.002
Bid Size: 500 |
0.082
Ask Size: 500 |
INFINEON TECH.AG NA ... |
16.00 - |
3/19/2021 |
Put |
Master data
| WKN: |
JC13LW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 - |
| Maturity: |
3/19/2021 |
| Issue date: |
5/15/2020 |
| Last trading day: |
3/18/2021 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-345.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.93 |
| Historic volatility: |
0.52 |
| Parity: |
-18.51 |
| Time value: |
0.10 |
| Break-even: |
15.90 |
| Moneyness: |
0.46 |
| Premium: |
0.54 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.10 |
| Spread %: |
99.00% |
| Delta: |
-0.02 |
| Theta: |
-0.02 |
| Omega: |
-6.15 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.002 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-93.75% |
| 3 Months |
|
|
-98.18% |
| YTD |
|
|
-97.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.006 |
0.002 |
| 1M High / 1M Low: |
0.022 |
0.002 |
| 6M High / 6M Low: |
0.690 |
0.002 |
| High (YTD): |
1/6/2021 |
0.036 |
| Low (YTD): |
3/3/2021 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.003 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.163 |
| Avg. volume 6M: |
|
146.341 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,055.44% |
| Volatility 6M: |
|
549.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |