JP Morgan Put 110 A 15.11.2024
/ DE000JK4AN04
JP Morgan Put 110 A 15.11.2024/ DE000JK4AN04 /
| 8/2/2024 8:40:58 AM |
Chg.0.000 |
Bid7:32:02 PM |
Ask7:32:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
0.00% |
0.110
Bid Size: 50,000 |
0.130
Ask Size: 50,000 |
Agilent Technologies |
110.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK4AN0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-84.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
-3.05 |
| Time value: |
0.16 |
| Break-even: |
100.40 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.09 |
| Spread %: |
146.38% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-8.28 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.072 |
| High: |
0.072 |
| Low: |
0.072 |
| Previous Close: |
0.072 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.55% |
| 1 Month |
|
|
-68.70% |
| 3 Months |
|
|
-67.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.072 |
| 1M High / 1M Low: |
0.240 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
