JP Morgan Put 40 DAL 21.06.2024
/ DE000JL3Y8F3
JP Morgan Put 40 DAL 21.06.2024/ DE000JL3Y8F3 /
| 2024-05-03 10:44:24 AM |
Chg.-0.001 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
40.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JL3Y8F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-216.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-0.76 |
| Time value: |
0.02 |
| Break-even: |
39.78 |
| Moneyness: |
0.84 |
| Premium: |
0.16 |
| Premium p.a.: |
2.09 |
| Spread abs.: |
0.01 |
| Spread %: |
83.33% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-16.29 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-80.65% |
| 3 Months |
|
|
-95.86% |
| YTD |
|
|
-95.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.013 |
| 1M High / 1M Low: |
0.089 |
0.013 |
| 6M High / 6M Low: |
0.690 |
0.013 |
| High (YTD): |
2024-01-17 |
0.420 |
| Low (YTD): |
2024-05-02 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.263 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.63% |
| Volatility 6M: |
|
203.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
