JP Morgan Put 145 AVAV 16.08.2024
/ DE000JK72YT4
JP Morgan Put 145 AVAV 16.08.2024/ DE000JK72YT4 /
| 7/17/2024 12:27:20 PM |
Chg.+0.027 |
Bid12:55:14 PM |
Ask12:55:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
+60.00% |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
145.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JK72YT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.44 |
| Parity: |
-2.25 |
| Time value: |
0.52 |
| Break-even: |
127.77 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
6.37 |
| Spread abs.: |
0.46 |
| Spread %: |
702.82% |
| Delta: |
-0.22 |
| Theta: |
-0.18 |
| Omega: |
-6.45 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.072 |
| High: |
0.072 |
| Low: |
0.072 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.039 |
| 1M High / 1M Low: |
0.240 |
0.039 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
715.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
