JP Morgan Put 155 BA 15.11.2024
/ DE000JK4TWZ9
JP Morgan Put 155 BA 15.11.2024/ DE000JK4TWZ9 /
16/10/2024 09:01:02 |
Chg.-0.130 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-12.87% |
- Bid Size: - |
- Ask Size: - |
Boeing Co |
155.00 USD |
15/11/2024 |
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: |
15/11/2024 |
Issue date: |
19/03/2024 |
Last trading day: |
14/11/2024 |
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: |
|
- |