JP Morgan Put 16 VALE 20.12.2024
/ DE000JB778L7
JP Morgan Put 16 VALE 20.12.2024/ DE000JB778L7 /
| 2024-05-29 9:16:11 AM |
Chg.+0.020 |
Bid11:30:13 AM |
Ask11:30:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+5.88% |
0.360
Bid Size: 25,000 |
0.370
Ask Size: 25,000 |
Vale SA |
16.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JB778L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
0.34 |
| Time value: |
0.02 |
| Break-even: |
11.14 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-2.27 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-2.70% |
| 3 Months |
|
|
+2.86% |
| YTD |
|
|
+63.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.320 |
| 1M High / 1M Low: |
0.380 |
0.300 |
| 6M High / 6M Low: |
0.420 |
0.220 |
| High (YTD): |
2024-04-19 |
0.420 |
| Low (YTD): |
2024-01-03 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.329 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.39% |
| Volatility 6M: |
|
75.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
