JP Morgan Put 190 ZS 26.07.2024
/ DE000JT3N220
JP Morgan Put 190 ZS 26.07.2024/ DE000JT3N220 /
| 25/07/2024 13:21:35 |
Chg.+0.480 |
Bid18:04:57 |
Ask18:04:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+114.29% |
0.570
Bid Size: 20,000 |
0.620
Ask Size: 20,000 |
Zscaler Inc |
190.00 USD |
26/07/2024 |
Put |
Master data
| WKN: |
JT3N22 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Zscaler Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 USD |
| Maturity: |
26/07/2024 |
| Issue date: |
02/07/2024 |
| Last trading day: |
25/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.36 |
| Parity: |
0.75 |
| Time value: |
0.12 |
| Break-even: |
166.54 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
13.02 |
| Spread abs.: |
0.09 |
| Spread %: |
11.76% |
| Delta: |
-0.77 |
| Theta: |
-1.43 |
| Omega: |
-14.76 |
| Rho: |
0.00 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+164.71% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.340 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
