JP Morgan Put 1400 MTD 17.01.2025
/ DE000JK9YNS2
JP Morgan Put 1400 MTD 17.01.2025/ DE000JK9YNS2 /
10/09/2024 09:06:44 |
Chg.-0.03 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
1.04EUR |
-2.80% |
- Bid Size: - |
- Ask Size: - |
Mettler Toledo Inter... |
1,400.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
JK9YNS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Mettler Toledo International Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,400.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
21/05/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.41 |
Historic volatility: |
0.29 |
Parity: |
0.14 |
Time value: |
1.07 |
Break-even: |
1,148.12 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.27 |
Spread %: |
29.13% |
Delta: |
-0.45 |
Theta: |
-0.40 |
Omega: |
-4.68 |
Rho: |
-2.42 |
Quote data
Open: |
1.04 |
High: |
1.04 |
Low: |
1.04 |
Previous Close: |
1.07 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.00% |
1 Month |
|
|
-2.80% |
3 Months |
|
|
+2.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.07 |
0.80 |
1M High / 1M Low: |
1.13 |
0.80 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.98 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |