JP Morgan Put 110 TJX 18.10.2024
/ DE000JT2RP63
JP Morgan Put 110 TJX 18.10.2024/ DE000JT2RP63 /
16/08/2024 16:21:10 |
Chg.-0.110 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-27.50% |
- Bid Size: - |
- Ask Size: - |
TJX Companies Inc |
110.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JT2RP6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
TJX Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
20/06/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-38.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.14 |
Parity: |
-0.13 |
Time value: |
0.26 |
Break-even: |
97.61 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
3.57% |
Delta: |
-0.40 |
Theta: |
-0.02 |
Omega: |
-15.19 |
Rho: |
-0.07 |
Quote data
Open: |
0.270 |
High: |
0.290 |
Low: |
0.270 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.95% |
1 Month |
|
|
+38.10% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.290 |
1M High / 1M Low: |
0.540 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.338 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
275.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |