JP Morgan Put 150 AVAV 20.12.2024
/ DE000JK8V445
JP Morgan Put 150 AVAV 20.12.2024/ DE000JK8V445 /
| 08/08/2024 12:38:58 |
Chg.- |
Bid11:30:09 |
Ask11:30:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
- |
0.81
Bid Size: 500 |
1.51
Ask Size: 500 |
AeroVironment Inc |
150.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK8V44 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.44 |
| Parity: |
-2.42 |
| Time value: |
1.56 |
| Break-even: |
121.83 |
| Moneyness: |
0.85 |
| Premium: |
0.25 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.70 |
| Spread %: |
81.40% |
| Delta: |
-0.27 |
| Theta: |
-0.09 |
| Omega: |
-2.80 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.98% |
| 1 Month |
|
|
+19.35% |
| 3 Months |
|
|
+18.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
0.91 |
| 1M High / 1M Low: |
1.29 |
0.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
