JP Morgan Put 20 GEN 17.01.2025
/ DE000JL7KC18
JP Morgan Put 20 GEN 17.01.2025/ DE000JL7KC18 /
| 2024-05-24 10:57:27 AM |
Chg.+0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
Gen Digital Inc |
20.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL7KC1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
-0.45 |
| Time value: |
0.13 |
| Break-even: |
17.14 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-3.67 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-56.00% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-47.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.280 |
0.100 |
| 6M High / 6M Low: |
0.280 |
0.100 |
| High (YTD): |
2024-05-07 |
0.280 |
| Low (YTD): |
2024-05-23 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.68% |
| Volatility 6M: |
|
100.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
