JP Morgan Put 178 AVGO 15.11.2024
/ DE000JV1N9R0
JP Morgan Put 178 AVGO 15.11.2024/ DE000JV1N9R0 /
| 13/11/2024 10:59:12 |
Chg.+0.070 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+25.00% |
-
Bid Size: - |
-
Ask Size: - |
Broadcom Inc |
178.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JV1N9R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
178.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
30/09/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-50.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.42 |
| Parity: |
0.17 |
| Time value: |
0.16 |
| Break-even: |
164.36 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
4.89 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
-0.60 |
| Theta: |
-0.56 |
| Omega: |
-30.30 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.66% |
| 1 Month |
|
|
-43.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.120 |
| 1M High / 1M Low: |
1.090 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
609.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
