JP Morgan Put 120 MMM 15.11.2024
/ DE000JT6G177
JP Morgan Put 120 MMM 15.11.2024/ DE000JT6G177 /
| 2024-11-06 8:37:56 AM |
Chg.-0.022 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.045EUR |
-32.84% |
-
Bid Size: - |
-
Ask Size: - |
3M Company |
120.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JT6G17 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-115.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
-0.60 |
| Time value: |
0.10 |
| Break-even: |
108.75 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
9.70 |
| Spread abs.: |
0.04 |
| Spread %: |
66.67% |
| Delta: |
-0.21 |
| Theta: |
-0.13 |
| Omega: |
-24.41 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.045 |
| High: |
0.045 |
| Low: |
0.045 |
| Previous Close: |
0.067 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.17% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-91.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.046 |
| 1M High / 1M Low: |
0.160 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
470.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
