JP Morgan Put 8 UAA 17.01.2025
/ DE000JL82235
JP Morgan Put 8 UAA 17.01.2025/ DE000JL82235 /
| 2024-05-28 9:42:25 AM |
Chg.-0.01 |
Bid7:47:42 PM |
Ask7:47:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-0.66% |
1.40
Bid Size: 15,000 |
1.70
Ask Size: 15,000 |
Under Armour Inc |
8.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL8223 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.36 |
| Parity: |
1.24 |
| Time value: |
0.96 |
| Break-even: |
5.17 |
| Moneyness: |
1.20 |
| Premium: |
0.16 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.70 |
| Spread %: |
46.67% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-1.34 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
-7.98% |
| 3 Months |
|
|
+63.04% |
| YTD |
|
|
+41.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.33 |
| 1M High / 1M Low: |
1.62 |
1.33 |
| 6M High / 6M Low: |
1.70 |
0.92 |
| High (YTD): |
2024-04-19 |
1.70 |
| Low (YTD): |
2024-02-28 |
0.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.19% |
| Volatility 6M: |
|
78.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
