JP Morgan Put 190 FANG 20.12.2024
/ DE000JT72155
JP Morgan Put 190 FANG 20.12.2024/ DE000JT72155 /
| 2024-11-07 8:41:29 AM |
Chg.-0.07 |
Bid9:15:27 AM |
Ask9:15:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-4.79% |
1.38
Bid Size: 2,000 |
1.43
Ask Size: 2,000 |
Diamondback Energy I... |
190.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JT7215 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Diamondback Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
1.31 |
| Time value: |
0.41 |
| Break-even: |
156.49 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
3.28% |
| Delta: |
-0.67 |
| Theta: |
-0.09 |
| Omega: |
-6.21 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.84% |
| 1 Month |
|
|
+2.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.46 |
| 1M High / 1M Low: |
1.91 |
1.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
