JP Morgan Put 135 AVAV 20.12.2024
/ DE000JK8V3Z2
JP Morgan Put 135 AVAV 20.12.2024/ DE000JK8V3Z2 /
8/12/2024 12:45:08 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
- |
- Bid Size: - |
- Ask Size: - |
AeroVironment Inc |
135.00 - |
12/20/2024 |
Put |
Master data
WKN: |
JK8V3Z |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AeroVironment Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/29/2024 |
Last trading day: |
8/13/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.00 |
Historic volatility: |
0.44 |
Parity: |
-4.88 |
Time value: |
1.49 |
Break-even: |
120.10 |
Moneyness: |
0.73 |
Premium: |
0.35 |
Premium p.a.: |
1.64 |
Spread abs.: |
1.00 |
Spread %: |
204.08% |
Delta: |
-0.20 |
Theta: |
-0.12 |
Omega: |
-2.43 |
Rho: |
-0.16 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+13.64% |
3 Months |
|
|
+19.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.810 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.568 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
398.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |