JP Morgan Put 310 SRT3 21.06.2024
/ DE000JL0Z0H8
JP Morgan Put 310 SRT3 21.06.2024/ DE000JL0Z0H8 /
2024-05-27 12:26:35 PM |
Chg.0.000 |
Bid2:52:31 PM |
Ask2:52:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
0.00% |
0.580 Bid Size: 100,000 |
0.590 Ask Size: 100,000 |
SARTORIUS AG VZO O.N... |
310.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JL0Z0H |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SARTORIUS AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
310.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-04-13 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.58 |
Historic volatility: |
0.46 |
Parity: |
0.57 |
Time value: |
0.01 |
Break-even: |
252.00 |
Moneyness: |
1.23 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.75% |
Delta: |
-0.89 |
Theta: |
-0.11 |
Omega: |
-3.90 |
Rho: |
-0.19 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.570 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.71% |
1 Month |
|
|
+83.87% |
3 Months |
|
|
+171.43% |
YTD |
|
|
+78.13% |
1 Year |
|
|
+16.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.410 |
1M High / 1M Low: |
0.570 |
0.260 |
6M High / 6M Low: |
0.570 |
0.100 |
High (YTD): |
2024-05-24 |
0.570 |
Low (YTD): |
2024-03-22 |
0.100 |
52W High: |
2023-10-30 |
0.980 |
52W Low: |
2024-03-22 |
0.100 |
Avg. price 1W: |
|
0.466 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.377 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.294 |
Avg. volume 6M: |
|
45.161 |
Avg. price 1Y: |
|
0.383 |
Avg. volume 1Y: |
|
22.047 |
Volatility 1M: |
|
223.39% |
Volatility 6M: |
|
233.64% |
Volatility 1Y: |
|
194.56% |
Volatility 3Y: |
|
- |