JP Morgan Put 135 DDOG 20.12.2024
/ DE000JK2ZMB2
JP Morgan Put 135 DDOG 20.12.2024/ DE000JK2ZMB2 /
8/2/2024 11:19:06 AM |
Chg.+0.16 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.61EUR |
+6.53% |
- Bid Size: - |
- Ask Size: - |
Datadog Inc |
135.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK2ZMB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Datadog Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
2/12/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.74 |
Intrinsic value: |
2.54 |
Implied volatility: |
0.45 |
Historic volatility: |
0.44 |
Parity: |
2.54 |
Time value: |
0.22 |
Break-even: |
96.14 |
Moneyness: |
1.26 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
2.03% |
Delta: |
-0.74 |
Theta: |
-0.02 |
Omega: |
-2.62 |
Rho: |
-0.38 |
Quote data
Open: |
2.61 |
High: |
2.61 |
Low: |
2.61 |
Previous Close: |
2.45 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.32% |
1 Month |
|
|
+66.24% |
3 Months |
|
|
+12.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.61 |
2.25 |
1M High / 1M Low: |
2.61 |
1.46 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.42 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |