JP Morgan Put 18 PHI1 20.12.2024
/ DE000JL2H7D2
JP Morgan Put 18 PHI1 20.12.2024/ DE000JL2H7D2 /
2024-05-21 8:16:54 AM |
Chg.+0.002 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
+7.69% |
- Bid Size: - |
- Ask Size: - |
KONINKL. PHILIPS EO ... |
18.00 - |
2024-12-20 |
Put |
Master data
WKN: |
JL2H7D |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
KONINKL. PHILIPS EO -,20 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-04-25 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-19.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.38 |
Parity: |
-0.74 |
Time value: |
0.13 |
Break-even: |
16.70 |
Moneyness: |
0.71 |
Premium: |
0.34 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.10 |
Spread %: |
348.28% |
Delta: |
-0.16 |
Theta: |
-0.01 |
Omega: |
-3.10 |
Rho: |
-0.03 |
Quote data
Open: |
0.028 |
High: |
0.028 |
Low: |
0.028 |
Previous Close: |
0.026 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.67% |
1 Month |
|
|
-83.53% |
3 Months |
|
|
-85.26% |
YTD |
|
|
-81.33% |
1 Year |
|
|
-89.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.031 |
0.026 |
1M High / 1M Low: |
0.160 |
0.026 |
6M High / 6M Low: |
0.240 |
0.026 |
High (YTD): |
2024-02-22 |
0.210 |
Low (YTD): |
2024-05-20 |
0.026 |
52W High: |
2023-06-01 |
0.320 |
52W Low: |
2024-05-20 |
0.026 |
Avg. price 1W: |
|
0.029 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.151 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.197 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
358.63% |
Volatility 6M: |
|
166.38% |
Volatility 1Y: |
|
131.48% |
Volatility 3Y: |
|
- |