JP Morgan Put 210 ALGN 20.09.2024
/ DE000JB84WU0
JP Morgan Put 210 ALGN 20.09.2024/ DE000JB84WU0 /
| 2024-06-28 8:49:31 AM |
Chg.-0.002 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-2.90% |
-
Bid Size: - |
-
Ask Size: - |
Align Technology Inc |
210.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB84WU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.42 |
| Parity: |
-0.29 |
| Time value: |
0.08 |
| Break-even: |
187.81 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
13.89% |
| Delta: |
-0.23 |
| Theta: |
-0.09 |
| Omega: |
-6.34 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.99% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+45.65% |
| YTD |
|
|
-58.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.067 |
| 1M High / 1M Low: |
0.083 |
0.036 |
| 6M High / 6M Low: |
0.200 |
0.028 |
| High (YTD): |
2024-01-03 |
0.200 |
| Low (YTD): |
2024-04-25 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.079 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.87% |
| Volatility 6M: |
|
204.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
