JP Morgan Put 1500 MTD 20.12.2024
/ DE000JK97YF0
JP Morgan Put 1500 MTD 20.12.2024/ DE000JK97YF0 /
8/16/2024 10:15:52 AM |
Chg.-0.18 |
Bid10:50:58 AM |
Ask10:50:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.22EUR |
-12.86% |
1.24 Bid Size: 1,000 |
1.74 Ask Size: 1,000 |
Mettler Toledo Inter... |
1,500.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK97YF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Mettler Toledo International Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,500.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/16/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.13 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.49 |
Historic volatility: |
0.29 |
Parity: |
0.59 |
Time value: |
1.15 |
Break-even: |
1,193.06 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.50 |
Spread %: |
40.32% |
Delta: |
-0.49 |
Theta: |
-0.51 |
Omega: |
-3.66 |
Rho: |
-2.80 |
Quote data
Open: |
1.22 |
High: |
1.22 |
Low: |
1.22 |
Previous Close: |
1.40 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.57% |
1 Month |
|
|
-28.24% |
3 Months |
|
|
+14.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.55 |
1.35 |
1M High / 1M Low: |
1.80 |
0.97 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |