JP Morgan Put 180 FANG 20.12.2024
/ DE000JT720X4
JP Morgan Put 180 FANG 20.12.2024/ DE000JT720X4 /
| 12/11/2024 08:41:13 |
Chg.+0.140 |
Bid21:22:26 |
Ask21:22:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+15.22% |
0.940
Bid Size: 50,000 |
0.960
Ask Size: 50,000 |
Diamondback Energy I... |
180.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JT720X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Diamondback Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
20/08/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
0.08 |
| Time value: |
1.00 |
| Break-even: |
158.01 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.05 |
| Spread %: |
4.85% |
| Delta: |
-0.47 |
| Theta: |
-0.13 |
| Omega: |
-7.35 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.060 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.19% |
| 1 Month |
|
|
+12.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.890 |
| 1M High / 1M Low: |
1.350 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
