JP Morgan Put 1350 MTD 20.12.2024
/ DE000JK6YJA4
JP Morgan Put 1350 MTD 20.12.2024/ DE000JK6YJA4 /
9/11/2024 11:54:31 AM |
Chg.-0.030 |
Bid9:57:50 PM |
Ask9:57:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
-3.95% |
0.730 Bid Size: 1,000 |
1.230 Ask Size: 1,000 |
Mettler Toledo Inter... |
1,350.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK6YJA |
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: |
12/20/2024 |
Issue date: |
4/2/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.29 |
Parity: |
-0.40 |
Time value: |
1.11 |
Break-even: |
1,114.31 |
Moneyness: |
0.97 |
Premium: |
0.12 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.45 |
Spread %: |
69.44% |
Delta: |
-0.39 |
Theta: |
-0.61 |
Omega: |
-4.41 |
Rho: |
-1.64 |
Quote data
Open: |
0.730 |
High: |
0.730 |
Low: |
0.730 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.82% |
1 Month |
|
|
-9.88% |
3 Months |
|
|
-2.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.710 |
1M High / 1M Low: |
0.860 |
0.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.752 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.679 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |