JP Morgan Put 12.5 SDF 20.12.2024
/ DE000JK5PZ85
JP Morgan Put 12.5 SDF 20.12.2024/ DE000JK5PZ85 /
| 9/27/2024 6:20:16 PM |
Chg.-0.040 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-28.57% |
-
Bid Size: - |
-
Ask Size: - |
K+S AG NA O.N. |
12.50 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
JK5PZ8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
K+S AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
0.06 |
| Time value: |
0.07 |
| Break-even: |
11.20 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-4.89 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.100 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-47.37% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.250 |
0.100 |
| 6M High / 6M Low: |
0.250 |
0.082 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.24% |
| Volatility 6M: |
|
123.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
