JP Morgan Put 17.5 DTE 21.06.2024
/ DE000JS5L9C6
JP Morgan Put 17.5 DTE 21.06.2024/ DE000JS5L9C6 /
2024-06-06 8:34:01 AM |
Chg.-0.001 |
Bid9:56:33 AM |
Ask9:56:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.002EUR |
-33.33% |
0.003 Bid Size: 10,000 |
0.013 Ask Size: 10,000 |
DT.TELEKOM AG NA |
17.50 - |
2024-06-21 |
Put |
Master data
WKN: |
JS5L9C |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
17.50 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-12-28 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-309.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.14 |
Parity: |
-5.11 |
Time value: |
0.07 |
Break-even: |
17.43 |
Moneyness: |
0.77 |
Premium: |
0.23 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.07 |
Spread %: |
2,333.33% |
Delta: |
-0.05 |
Theta: |
-0.01 |
Omega: |
-14.22 |
Rho: |
0.00 |
Quote data
Open: |
0.002 |
High: |
0.002 |
Low: |
0.002 |
Previous Close: |
0.003 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-87.50% |
1 Month |
|
|
-92.00% |
3 Months |
|
|
-97.10% |
YTD |
|
|
-98.89% |
1 Year |
|
|
-99.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.016 |
0.003 |
1M High / 1M Low: |
0.025 |
0.003 |
6M High / 6M Low: |
0.230 |
0.003 |
High (YTD): |
2024-02-08 |
0.150 |
Low (YTD): |
2024-06-05 |
0.003 |
52W High: |
2023-08-08 |
1.040 |
52W Low: |
2024-06-05 |
0.003 |
Avg. price 1W: |
|
0.007 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.016 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.088 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.343 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
283.34% |
Volatility 6M: |
|
200.37% |
Volatility 1Y: |
|
161.70% |
Volatility 3Y: |
|
- |