JP Morgan Put 155 TTWO 20.09.2024
/ DE000JB9TJW3
JP Morgan Put 155 TTWO 20.09.2024/ DE000JB9TJW3 /
| 2024-07-10 8:34:44 AM |
Chg.+0.140 |
Bid9:20:22 AM |
Ask9:20:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+17.95% |
0.930
Bid Size: 3,000 |
0.990
Ask Size: 3,000 |
TakeTwo Interactive ... |
155.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB9TJW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
TakeTwo Interactive Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.52 |
| Time value: |
0.48 |
| Break-even: |
133.33 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
6.38% |
| Delta: |
-0.56 |
| Theta: |
-0.04 |
| Omega: |
-7.72 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.43% |
| 1 Month |
|
|
+119.05% |
| 3 Months |
|
|
-9.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.700 |
| 1M High / 1M Low: |
0.810 |
0.420 |
| 6M High / 6M Low: |
1.900 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.08% |
| Volatility 6M: |
|
160.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
