JP Morgan Put 17 BE 17.01.2025
/ DE000JL1MJ72
JP Morgan Put 17 BE 17.01.2025/ DE000JL1MJ72 /
2024-06-04 9:21:53 AM |
Chg.+0.020 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+5.13% |
- Bid Size: - |
- Ask Size: - |
Bloom Energy Corpora... |
17.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL1MJ7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bloom Energy Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
17.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-05 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.82 |
Historic volatility: |
0.60 |
Parity: |
0.26 |
Time value: |
0.25 |
Break-even: |
11.90 |
Moneyness: |
1.18 |
Premium: |
0.18 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.10 |
Spread %: |
24.39% |
Delta: |
-0.46 |
Theta: |
-0.01 |
Omega: |
-1.30 |
Rho: |
-0.07 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.50% |
1 Month |
|
|
-36.92% |
3 Months |
|
|
-47.44% |
YTD |
|
|
-19.61% |
1 Year |
|
|
-33.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.390 |
1M High / 1M Low: |
0.640 |
0.390 |
6M High / 6M Low: |
0.820 |
0.390 |
High (YTD): |
2024-02-26 |
0.820 |
Low (YTD): |
2024-06-03 |
0.390 |
52W High: |
2024-02-26 |
0.820 |
52W Low: |
2024-06-03 |
0.390 |
Avg. price 1W: |
|
0.402 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.512 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.639 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.608 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
103.23% |
Volatility 6M: |
|
74.41% |
Volatility 1Y: |
|
65.27% |
Volatility 3Y: |
|
- |