JP Morgan Put 105 TJX 16.01.2026
/ DE000JT04XX2
JP Morgan Put 105 TJX 16.01.2026/ DE000JT04XX2 /
| 2024-09-26 10:25:01 AM |
Chg.- |
Bid10:18:33 AM |
Ask10:18:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
- |
0.620
Bid Size: 20,000 |
0.660
Ask Size: 20,000 |
TJX Companies Inc |
105.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
JT04XX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-06-05 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
-1.17 |
| Time value: |
0.66 |
| Break-even: |
87.34 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
6.45% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-4.13 |
| Rho: |
-0.44 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.61% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-29.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.610 |
| 1M High / 1M Low: |
0.720 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.638 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
