JP Morgan Put 215 ADI 20.09.2024
/ DE000JK9ZSK5
JP Morgan Put 215 ADI 20.09.2024/ DE000JK9ZSK5 /
| 8/30/2024 10:54:37 AM |
Chg.-0.110 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-36.67% |
0.130
Bid Size: 7,500 |
0.160
Ask Size: 7,500 |
Analog Devices Inc |
215.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JK9ZSK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
215.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/17/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-96.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
-1.43 |
| Time value: |
0.22 |
| Break-even: |
191.87 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
2.76 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
-0.20 |
| Theta: |
-0.12 |
| Omega: |
-18.94 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.70% |
| 1 Month |
|
|
-71.21% |
| 3 Months |
|
|
-78.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.210 |
| 1M High / 1M Low: |
1.800 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.841 |
| Avg. volume 1M: |
|
795.652 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
527.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
