JP Morgan Put 125 A 15.11.2024
/ DE000JK4AMZ0
JP Morgan Put 125 A 15.11.2024/ DE000JK4AMZ0 /
| 7/31/2024 1:49:38 PM |
Chg.-0.020 |
Bid4:36:19 PM |
Ask4:36:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-5.88% |
0.230
Bid Size: 50,000 |
0.250
Ask Size: 50,000 |
Agilent Technologies |
125.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK4AMZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 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: |
-35.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-1.34 |
| Time value: |
0.36 |
| Break-even: |
111.97 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.06 |
| Spread %: |
21.88% |
| Delta: |
-0.23 |
| Theta: |
-0.03 |
| Omega: |
-8.29 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.69% |
| 1 Month |
|
|
-36.00% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.330 |
| 1M High / 1M Low: |
0.680 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
