JP Morgan Put 10 XPEV 18.10.2024
/ DE000JK5DFX0
JP Morgan Put 10 XPEV 18.10.2024/ DE000JK5DFX0 /
| 7/16/2024 8:24:58 AM |
Chg.-0.05 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
-2.16% |
-
Bid Size: - |
-
Ask Size: - |
XPeng Inc |
10.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK5DFX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
XPeng Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
3/12/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.69 |
| Parity: |
1.47 |
| Time value: |
0.70 |
| Break-even: |
7.01 |
| Moneyness: |
1.19 |
| Premium: |
0.09 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
1.72% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-2.06 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.26 |
| High: |
2.26 |
| Low: |
2.26 |
| Previous Close: |
2.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.41% |
| 1 Month |
|
|
-25.90% |
| 3 Months |
|
|
-35.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.20 |
| 1M High / 1M Low: |
3.09 |
2.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
