JP Morgan Put 170 AMC 17.01.2025
/ DE000JL03Q05
JP Morgan Put 170 AMC 17.01.2025/ DE000JL03Q05 /
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 |
4.26EUR |
-1.62% |
- Bid Size: - |
- Ask Size: - |
ALBEMARLE CORP. D... |
170.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL03Q0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ALBEMARLE CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
170.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-06 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.27 |
Intrinsic value: |
5.11 |
Implied volatility: |
- |
Historic volatility: |
0.47 |
Parity: |
5.11 |
Time value: |
-0.78 |
Break-even: |
126.70 |
Moneyness: |
1.43 |
Premium: |
-0.07 |
Premium p.a.: |
-0.10 |
Spread abs.: |
0.08 |
Spread %: |
1.88% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.26 |
High: |
4.26 |
Low: |
4.26 |
Previous Close: |
4.33 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.45% |
1 Month |
|
|
-22.97% |
3 Months |
|
|
-20.08% |
YTD |
|
|
+10.94% |
1 Year |
|
|
+63.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.33 |
3.89 |
1M High / 1M Low: |
5.75 |
3.89 |
6M High / 6M Low: |
6.08 |
3.80 |
High (YTD): |
2024-02-06 |
6.08 |
Low (YTD): |
2024-05-15 |
3.89 |
52W High: |
2024-02-06 |
6.08 |
52W Low: |
2023-07-12 |
1.49 |
Avg. price 1W: |
|
4.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.93 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.84 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
87.09% |
Volatility 6M: |
|
94.60% |
Volatility 1Y: |
|
93.17% |
Volatility 3Y: |
|
- |