JP Morgan Put 160 TTWO 20.09.2024
/ DE000JB9TJU7
JP Morgan Put 160 TTWO 20.09.2024/ DE000JB9TJU7 /
7/10/2024 8:34:44 AM |
Chg.+0.16 |
Bid11:21:22 AM |
Ask11:21:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.22EUR |
+15.09% |
1.25 Bid Size: 3,000 |
1.31 Ask Size: 3,000 |
TakeTwo Interactive ... |
160.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JB9TJU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
TakeTwo Interactive Software Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/9/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.98 |
Implied volatility: |
0.27 |
Historic volatility: |
0.21 |
Parity: |
0.98 |
Time value: |
0.22 |
Break-even: |
135.93 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
4.84% |
Delta: |
-0.68 |
Theta: |
-0.03 |
Omega: |
-7.78 |
Rho: |
-0.21 |
Quote data
Open: |
1.22 |
High: |
1.22 |
Low: |
1.22 |
Previous Close: |
1.06 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.42% |
1 Month |
|
|
+114.04% |
3 Months |
|
|
-3.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.09 |
0.95 |
1M High / 1M Low: |
1.09 |
0.57 |
6M High / 6M Low: |
2.25 |
0.48 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.35 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.64% |
Volatility 6M: |
|
152.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |