JP Morgan Put 140 A 15.11.2024
/ DE000JK4AN46
JP Morgan Put 140 A 15.11.2024/ DE000JK4AN46 /
| 02/08/2024 08:40:58 |
Chg.+0.010 |
Bid17:26:13 |
Ask17:26:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+1.43% |
1.010
Bid Size: 75,000 |
1.030
Ask Size: 75,000 |
Agilent Technologies |
140.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK4AN4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-0.27 |
| Time value: |
0.76 |
| Break-even: |
122.19 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.07 |
| Spread %: |
10.14% |
| Delta: |
-0.40 |
| Theta: |
-0.04 |
| Omega: |
-6.93 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.04% |
| 1 Month |
|
|
-50.69% |
| 3 Months |
|
|
-30.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.700 |
| 1M High / 1M Low: |
1.520 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
