JP Morgan Put 50 UNVB 21.06.2024
/ DE000JL26Z98
JP Morgan Put 50 UNVB 21.06.2024/ DE000JL26Z98 /
| 2024-04-23 10:51:16 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
UNILEVER PLC LS-,0... |
50.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JL26Z9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-24 |
| Last trading day: |
2024-04-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.17 |
| Parity: |
0.11 |
| Time value: |
0.52 |
| Break-even: |
43.70 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.08 |
| Spread %: |
14.55% |
| Delta: |
-0.47 |
| Theta: |
-0.06 |
| Omega: |
-3.61 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.77% |
| 3 Months |
|
|
+36.84% |
| YTD |
|
|
-17.46% |
| 1 Year |
|
|
+33.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.620 |
0.520 |
| 6M High / 6M Low: |
0.710 |
0.350 |
| High (YTD): |
2024-01-22 |
0.710 |
| Low (YTD): |
2024-02-23 |
0.350 |
| 52W High: |
2024-01-22 |
0.710 |
| 52W Low: |
2024-02-23 |
0.350 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.547 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.512 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
86.56% |
| Volatility 6M: |
|
93.85% |
| Volatility 1Y: |
|
86.93% |
| Volatility 3Y: |
|
- |
