JP Morgan Put 20 BE 17.01.2025
/ DE000JL1MJ80
JP Morgan Put 20 BE 17.01.2025/ DE000JL1MJ80 /
2024-05-22 9:17:01 AM |
Chg.-0.110 |
Bid7:39:31 PM |
Ask7:39:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
-14.86% |
0.530 Bid Size: 75,000 |
0.610 Ask Size: 75,000 |
Bloom Energy Corpora... |
20.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL1MJ8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bloom Energy Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-05 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.85 |
Historic volatility: |
0.59 |
Parity: |
0.61 |
Time value: |
0.17 |
Break-even: |
12.20 |
Moneyness: |
1.43 |
Premium: |
0.12 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.15 |
Spread %: |
23.81% |
Delta: |
-0.56 |
Theta: |
-0.01 |
Omega: |
-0.99 |
Rho: |
-0.10 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.630 |
Previous Close: |
0.740 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.23% |
1 Month |
|
|
-37.62% |
3 Months |
|
|
-38.24% |
YTD |
|
|
-8.70% |
1 Year |
|
|
-21.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.740 |
1M High / 1M Low: |
1.040 |
0.740 |
6M High / 6M Low: |
1.070 |
0.680 |
High (YTD): |
2024-02-26 |
1.070 |
Low (YTD): |
2024-01-02 |
0.700 |
52W High: |
2024-02-26 |
1.070 |
52W Low: |
2023-07-17 |
0.610 |
Avg. price 1W: |
|
0.768 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.876 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.870 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.821 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
68.06% |
Volatility 6M: |
|
60.91% |
Volatility 1Y: |
|
54.94% |
Volatility 3Y: |
|
- |