JP Morgan Put 75 ON 21.06.2024
/ DE000JL7B9E7
JP Morgan Put 75 ON 21.06.2024/ DE000JL7B9E7 /
| 2024-05-20 11:38:31 AM |
Chg.- |
Bid9:30:04 AM |
Ask9:30:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
- |
0.310
Bid Size: 7,500 |
0.340
Ask Size: 7,500 |
ON Semiconductor |
75.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JL7B9E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.40 |
| Parity: |
0.07 |
| Time value: |
0.25 |
| Break-even: |
65.93 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
-0.50 |
| Theta: |
-0.04 |
| Omega: |
-10.99 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-74.65% |
| 3 Months |
|
|
-38.98% |
| YTD |
|
|
-23.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.320 |
| 1M High / 1M Low: |
1.400 |
0.320 |
| 6M High / 6M Low: |
1.420 |
0.320 |
| High (YTD): |
2024-04-19 |
1.420 |
| Low (YTD): |
2024-05-16 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.697 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.49% |
| Volatility 6M: |
|
199.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
