JP Morgan Put 145 A 15.11.2024
/ DE000JK4AN61
JP Morgan Put 145 A 15.11.2024/ DE000JK4AN61 /
| 11/10/2024 08:48:41 |
Chg.+0.070 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+15.22% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
145.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK4AN6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 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: |
-27.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.11 |
| Time value: |
0.37 |
| Break-even: |
127.84 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
8.33% |
| Delta: |
-0.51 |
| Theta: |
-0.06 |
| Omega: |
-14.04 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.19% |
| 1 Month |
|
|
-36.90% |
| 3 Months |
|
|
-64.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.460 |
| 1M High / 1M Low: |
0.960 |
0.370 |
| 6M High / 6M Low: |
1.900 |
0.370 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.59% |
| Volatility 6M: |
|
192.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
