JP Morgan Put 220 MKTX 16.08.2024
/ DE000JK05Q04
JP Morgan Put 220 MKTX 16.08.2024/ DE000JK05Q04 /
| 2024-07-02 9:15:55 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MarketAxess Holdings... |
220.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
JK05Q0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MarketAxess Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-07-02 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
1.16 |
| Historic volatility: |
0.33 |
| Parity: |
0.19 |
| Time value: |
0.15 |
| Break-even: |
186.00 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
2.34 |
| Spread abs.: |
0.06 |
| Spread %: |
21.43% |
| Delta: |
-0.57 |
| Theta: |
-0.50 |
| Omega: |
-3.35 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
+3.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.280 |
0.230 |
| 6M High / 6M Low: |
0.290 |
0.085 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.220 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.09% |
| Volatility 6M: |
|
242.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
