JP Morgan Put 166 GOOG 16.08.2024
/ DE000JT0DP87
JP Morgan Put 166 GOOG 16.08.2024/ DE000JT0DP87 /
| 7/29/2024 10:08:44 AM |
Chg.- |
Bid10:05:44 AM |
Ask10:05:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
- |
0.190
Bid Size: 15,000 |
0.200
Ask Size: 15,000 |
Alphabet C |
166.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JT0DP8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Alphabet C |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
166.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
5/22/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-79.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.47 |
| Time value: |
0.20 |
| Break-even: |
151.43 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
-0.30 |
| Theta: |
-0.10 |
| Omega: |
-23.60 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+108.33% |
| 1 Month |
|
|
+108.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.076 |
| 1M High / 1M Low: |
0.280 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.179 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.129 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
668.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
