JP Morgan Put 1350 MTD 18.10.2024
/ DE000JK5GT35
JP Morgan Put 1350 MTD 18.10.2024/ DE000JK5GT35 /
9/11/2024 11:50:44 AM |
Chg.-0.030 |
Bid9/11/2024 |
Ask9/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-7.50% |
0.370 Bid Size: 1,000 |
0.670 Ask Size: 1,000 |
Mettler Toledo Inter... |
1,350.00 USD |
10/18/2024 |
Put |
Master data
WKN: |
JK5GT3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Mettler Toledo International Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,350.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
3/25/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.29 |
Parity: |
-0.40 |
Time value: |
0.60 |
Break-even: |
1,165.13 |
Moneyness: |
0.97 |
Premium: |
0.08 |
Premium p.a.: |
1.12 |
Spread abs.: |
0.27 |
Spread %: |
83.33% |
Delta: |
-0.38 |
Theta: |
-1.00 |
Omega: |
-8.06 |
Rho: |
-0.55 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.63% |
1 Month |
|
|
-24.49% |
3 Months |
|
|
-36.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.380 |
1M High / 1M Low: |
0.560 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.364 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
238.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |