JP Morgan Put 250 ADP 21.06.2024
/ DE000JL8UNB7
JP Morgan Put 250 ADP 21.06.2024/ DE000JL8UNB7 /
| 2024-05-03 4:07:27 PM |
Chg.+0.48 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
+60.00% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
250.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JL8UNB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.75 |
| Time value: |
0.34 |
| Break-even: |
221.34 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
-0.62 |
| Theta: |
-0.06 |
| Omega: |
-12.70 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.13 |
| High: |
1.28 |
| Low: |
1.13 |
| Previous Close: |
0.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.56% |
| 1 Month |
|
|
-2.29% |
| 3 Months |
|
|
-13.51% |
| YTD |
|
|
-45.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
0.80 |
| 1M High / 1M Low: |
1.51 |
0.80 |
| 6M High / 6M Low: |
3.37 |
0.80 |
| High (YTD): |
2024-01-05 |
2.34 |
| Low (YTD): |
2024-05-02 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.69% |
| Volatility 6M: |
|
140.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
