JP Morgan Put 145 AWK 20.12.2024
/ DE000JT7H2B5
JP Morgan Put 145 AWK 20.12.2024/ DE000JT7H2B5 /
10/17/2024 12:36:56 PM |
Chg.- |
Bid11:17:52 AM |
Ask11:17:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
- |
0.650 Bid Size: 2,000 |
0.710 Ask Size: 2,000 |
American Water Works |
145.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JT7H2B |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
American Water Works |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
145.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
8/12/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
0.39 |
Time value: |
0.29 |
Break-even: |
127.06 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.06 |
Spread %: |
8.82% |
Delta: |
-0.58 |
Theta: |
-0.03 |
Omega: |
-11.00 |
Rho: |
-0.14 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-45.45% |
1 Month |
|
|
+45.95% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.540 |
1M High / 1M Low: |
0.990 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.588 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
249.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |