JP Morgan Put 1450 MTD 18.10.2024
/ DE000JK97XV9
JP Morgan Put 1450 MTD 18.10.2024/ DE000JK97XV9 /
| 7/11/2024 10:19:04 AM |
Chg.- |
Bid8:14:59 AM |
Ask8:14:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
- |
1.23
Bid Size: 1,000 |
1.73
Ask Size: 1,000 |
Mettler Toledo Inter... |
1,450.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK97XV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Mettler Toledo International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,450.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
1.16 |
| Time value: |
0.77 |
| Break-even: |
1,145.47 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.50 |
| Spread %: |
34.97% |
| Delta: |
-0.57 |
| Theta: |
-0.56 |
| Omega: |
-3.59 |
| Rho: |
-2.40 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.16% |
| 1 Month |
|
|
+52.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.31 |
| 1M High / 1M Low: |
1.54 |
0.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
