JP Morgan Put 155 BA 15.11.2024
/ DE000JK4TWZ9
JP Morgan Put 155 BA 15.11.2024/ DE000JK4TWZ9 /
| 2024-10-16 9:01:02 AM |
Chg.-0.130 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-12.87% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
155.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK4TWZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
0.24 |
| Time value: |
0.55 |
| Break-even: |
134.52 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
-0.52 |
| Theta: |
-0.11 |
| Omega: |
-9.28 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
+7.32% |
| 3 Months |
|
|
+131.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.00 |
| 1M High / 1M Low: |
1.20 |
0.75 |
| 6M High / 6M Low: |
1.20 |
0.20 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.68% |
| Volatility 6M: |
|
352.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
