JP Morgan Put 20.5 ARRD 20.09.2024
/ DE000JT3W726
JP Morgan Put 20.5 ARRD 20.09.202.../ DE000JT3W726 /
16/07/2024 11:27:19 |
Chg.+0.040 |
Bid21:04:35 |
Ask21:04:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.088EUR |
+83.33% |
0.067 Bid Size: 20,000 |
0.097 Ask Size: 20,000 |
ARCELORMITTAL S.A. N... |
20.50 EUR |
20/09/2024 |
Put |
Master data
WKN: |
JT3W72 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.50 EUR |
Maturity: |
20/09/2024 |
Issue date: |
11/07/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-23.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.25 |
Parity: |
-0.30 |
Time value: |
0.10 |
Break-even: |
19.50 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
1.40 |
Spread abs.: |
0.04 |
Spread %: |
63.93% |
Delta: |
-0.24 |
Theta: |
-0.01 |
Omega: |
-5.75 |
Rho: |
-0.01 |
Quote data
Open: |
0.088 |
High: |
0.088 |
Low: |
0.088 |
Previous Close: |
0.048 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
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: |
|
- |