JP Morgan Put 160 TGT 13.09.2024
/ DE000JT7YDQ2
JP Morgan Put 160 TGT 13.09.2024/ DE000JT7YDQ2 /
| 06/09/2024 09:23:35 |
Chg.+0.070 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+9.33% |
-
Bid Size: - |
-
Ask Size: - |
Target Corp |
160.00 USD |
13/09/2024 |
Put |
Master data
| WKN: |
JT7YDQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Target Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
13/09/2024 |
| Issue date: |
28/08/2024 |
| Last trading day: |
12/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
0.73 |
| Time value: |
0.05 |
| Break-even: |
136.26 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
8.86% |
| Delta: |
-0.84 |
| Theta: |
-0.10 |
| Omega: |
-14.89 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.49% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.670 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
