JP Morgan Put 74 MDLZ 20.09.2024
/ DE000JK070D5
JP Morgan Put 74 MDLZ 20.09.2024/ DE000JK070D5 /
| 2024-05-30 12:34:21 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MONDELEZ INTL INC. A |
74.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
JK070D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MONDELEZ INTL INC. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
0.56 |
| Time value: |
0.14 |
| Break-even: |
61.32 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-5.83 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.45% |
| 1 Month |
|
|
+81.58% |
| 3 Months |
|
|
+64.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.550 |
| 1M High / 1M Low: |
0.690 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
