JP Morgan Put 24 HAR 17.01.2025
/ DE000JL2LU44
JP Morgan Put 24 HAR 17.01.2025/ DE000JL2LU44 /
2024-06-10 9:54:59 AM |
Chg.+0.001 |
Bid10:05:21 AM |
Ask10:05:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.061EUR |
+1.67% |
0.061 Bid Size: 3,000 |
0.360 Ask Size: 3,000 |
HARLEY-DAVID.INC. DL... |
24.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL2LU4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
HARLEY-DAVID.INC. DL -,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
24.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-05-18 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.84 |
Historic volatility: |
0.33 |
Parity: |
-0.79 |
Time value: |
0.36 |
Break-even: |
20.40 |
Moneyness: |
0.75 |
Premium: |
0.36 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.30 |
Spread %: |
500.00% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-1.89 |
Rho: |
-0.06 |
Quote data
Open: |
0.061 |
High: |
0.061 |
Low: |
0.061 |
Previous Close: |
0.060 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.08% |
1 Month |
|
|
-7.58% |
3 Months |
|
|
-1.61% |
YTD |
|
|
-53.08% |
1 Year |
|
|
-78.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.043 |
1M High / 1M Low: |
0.066 |
0.043 |
6M High / 6M Low: |
0.200 |
0.032 |
High (YTD): |
2024-01-24 |
0.170 |
Low (YTD): |
2024-03-22 |
0.032 |
52W High: |
2023-10-30 |
0.360 |
52W Low: |
2024-03-22 |
0.032 |
Avg. price 1W: |
|
0.053 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.094 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.168 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
180.49% |
Volatility 6M: |
|
172.57% |
Volatility 1Y: |
|
131.99% |
Volatility 3Y: |
|
- |