JP Morgan Put 200 WM 18.10.2024
/ DE000JK27GB3
JP Morgan Put 200 WM 18.10.2024/ DE000JK27GB3 /
| 7/29/2024 10:28:54 AM |
Chg.+0.120 |
Bid7:55:56 PM |
Ask7:55:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+20.34% |
0.580
Bid Size: 50,000 |
0.600
Ask Size: 50,000 |
Waste Management |
200.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK27GB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
0.28 |
| Time value: |
0.45 |
| Break-even: |
177.00 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
11.27% |
| Delta: |
-0.51 |
| Theta: |
-0.03 |
| Omega: |
-12.82 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+294.44% |
| 1 Month |
|
|
+129.03% |
| 3 Months |
|
|
+36.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.170 |
| 1M High / 1M Low: |
0.590 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
517.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
