JP Morgan Knock-Out OKTA/ DE000JT9C832 /
| 2024-11-08 8:57:06 PM | Chg.+0.06 | Bid10:00:31 PM | Ask10:00:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.22EUR | +5.17% | - Bid Size: - |
- Ask Size: - |
Okta Inc | 88.993 USD | 2078-12-31 | Put |
Master data
| Issuer: | J.P. Morgan Securities Ltd. |
|---|---|
| WKN: | JT9C83 |
| Currency: | EUR |
| Underlying: | Okta Inc |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 88.993 USD |
| Maturity: | Endless |
| Issue date: | 2024-09-04 |
| Last trading day: | 2078-12-31 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -5.86 |
| Knock-out: | 88.993 |
| Knock-out violated on: | - |
| Distance to knock-out: | -12.1229 |
| Distance to knock-out %: | -17.10% |
| Distance to strike price: | -12.1229 |
| Distance to strike price %: | -17.10% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.07 |
| Spread %: | 6.50% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.17 |
|---|---|
| High: | 1.22 |
| Low: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.29% | ||
|---|---|---|---|
| 1 Month | -0.81% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.52 | 1.16 |
|---|---|---|
| 1M High / 1M Low: | 1.64 | 1.05 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.32 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.38 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.88% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
