JP Morgan Put 160 AMT 18.10.2024
/ DE000JK08646
JP Morgan Put 160 AMT 18.10.2024/ DE000JK08646 /
| 09/07/2024 12:13:17 |
Chg.- |
Bid08:53:19 |
Ask08:53:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
- |
0.100
Bid Size: 2,000 |
0.250
Ask Size: 2,000 |
American Tower Corpo... |
160.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JK0864 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Tower Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-72.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-3.34 |
| Time value: |
0.25 |
| Break-even: |
145.23 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.15 |
| Spread %: |
150.00% |
| Delta: |
-0.12 |
| Theta: |
-0.04 |
| Omega: |
-9.03 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-52.38% |
| 3 Months |
|
|
-71.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.100 |
| 1M High / 1M Low: |
0.210 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
