JP Morgan Put 18 GEN 19.07.2024
/ DE000JL4XZ76
JP Morgan Put 18 GEN 19.07.2024/ DE000JL4XZ76 /
| 2024-05-02 10:15:13 AM |
Chg.+0.016 |
Bid6:16:34 PM |
Ask6:16:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
+26.23% |
0.087
Bid Size: 250,000 |
0.097
Ask Size: 250,000 |
Gen Digital Inc |
18.00 - |
2024-07-19 |
Put |
Master data
| WKN: |
JL4XZ7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-0.06 |
| Time value: |
0.09 |
| Break-even: |
17.12 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
12.82% |
| Delta: |
-0.37 |
| Theta: |
-0.01 |
| Omega: |
-7.82 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.077 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.46% |
| 1 Month |
|
|
+54.00% |
| 3 Months |
|
|
-35.83% |
| YTD |
|
|
-2.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.061 |
| 1M High / 1M Low: |
0.085 |
0.036 |
| 6M High / 6M Low: |
0.280 |
0.036 |
| High (YTD): |
2024-02-02 |
0.120 |
| Low (YTD): |
2024-04-10 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.089 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.69% |
| Volatility 6M: |
|
204.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
