JP Morgan Put 345 LOR 20.12.2024
/ DE000JK6SHC6
JP Morgan Put 345 LOR 20.12.2024/ DE000JK6SHC6 /
2024-05-17 11:03:29 AM |
Chg.+0.006 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.035EUR |
+20.69% |
- Bid Size: - |
- Ask Size: - |
L OREAL INH. E... |
345.00 - |
2024-12-20 |
Put |
Master data
WKN: |
JK6SHC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
345.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-23.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.19 |
Parity: |
-1.03 |
Time value: |
0.19 |
Break-even: |
326.00 |
Moneyness: |
0.77 |
Premium: |
0.27 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.16 |
Spread %: |
442.86% |
Delta: |
-0.17 |
Theta: |
-0.09 |
Omega: |
-4.10 |
Rho: |
-0.57 |
Quote data
Open: |
0.035 |
High: |
0.035 |
Low: |
0.035 |
Previous Close: |
0.029 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.94% |
1 Month |
|
|
-51.39% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.035 |
0.029 |
1M High / 1M Low: |
0.072 |
0.029 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |