JP Morgan Put 200 MKTX 16.08.2024
/ DE000JK3TN04
JP Morgan Put 200 MKTX 16.08.2024/ DE000JK3TN04 /
2024-07-25 8:54:22 AM |
Chg.-0.001 |
Bid6:26:42 PM |
Ask6:26:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
-3.03% |
0.021 Bid Size: 50,000 |
0.051 Ask Size: 50,000 |
MarketAxess Holdings... |
200.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JK3TN0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MarketAxess Holdings Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-02-06 |
Last trading day: |
2024-08-15 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.83 |
Historic volatility: |
0.33 |
Parity: |
-0.17 |
Time value: |
0.09 |
Break-even: |
175.95 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
6.10 |
Spread abs.: |
0.06 |
Spread %: |
181.82% |
Delta: |
-0.30 |
Theta: |
-0.32 |
Omega: |
-6.94 |
Rho: |
-0.04 |
Quote data
Open: |
0.032 |
High: |
0.032 |
Low: |
0.032 |
Previous Close: |
0.033 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-75.38% |
3 Months |
|
|
-80.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.042 |
0.032 |
1M High / 1M Low: |
0.140 |
0.032 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
244.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |