JP Morgan Put 240 ADP 21.06.2024
/ DE000JL8MTY3
JP Morgan Put 240 ADP 21.06.2024/ DE000JL8MTY3 /
| 2024-05-03 11:09:55 AM |
Chg.+0.130 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+24.07% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
240.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JL8MTY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.18 |
| Time value: |
0.69 |
| Break-even: |
216.12 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
-0.43 |
| Theta: |
-0.07 |
| Omega: |
-13.89 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.99% |
| 1 Month |
|
|
-23.86% |
| 3 Months |
|
|
-37.96% |
| YTD |
|
|
-64.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.540 |
| 1M High / 1M Low: |
1.030 |
0.540 |
| 6M High / 6M Low: |
2.780 |
0.540 |
| High (YTD): |
2024-01-04 |
1.870 |
| Low (YTD): |
2024-05-02 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.705 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.98% |
| Volatility 6M: |
|
128.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
