JP Morgan Put 20.5 ARRD 20.09.2024
/ DE000JT3W726
JP Morgan Put 20.5 ARRD 20.09.202.../ DE000JT3W726 /
| 14/08/2024 11:18:11 |
Chg.- |
Bid10:20:14 |
Ask10:20:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
- |
0.084
Bid Size: 400,000 |
0.094
Ask Size: 400,000 |
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: |
-15.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.25 |
| Parity: |
-0.30 |
| Time value: |
0.15 |
| Break-even: |
19.00 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
4.97 |
| Spread abs.: |
0.04 |
| Spread %: |
36.36% |
| Delta: |
-0.27 |
| Theta: |
-0.03 |
| Omega: |
-4.29 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+129.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.081 |
| 1M High / 1M Low: |
0.190 |
0.048 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
469.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
