JP Morgan Put 130 AWK 20.12.2024
/ DE000JK92FY1
JP Morgan Put 130 AWK 20.12.2024/ DE000JK92FY1 /
| 03/09/2024 10:14:15 |
Chg.+0.010 |
Bid03/09/2024 |
Ask03/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
0.180
Bid Size: 2,000 |
0.330
Ask Size: 2,000 |
American Water Works |
130.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK92FY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-1.19 |
| Time value: |
0.29 |
| Break-even: |
114.57 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.14 |
| Spread %: |
88.24% |
| Delta: |
-0.23 |
| Theta: |
-0.03 |
| Omega: |
-10.09 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-37.93% |
| 3 Months |
|
|
-73.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.170 |
| 1M High / 1M Low: |
0.360 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
