JP Morgan Put 230 ALGN 20.09.2024
/ DE000JB9V5V4
JP Morgan Put 230 ALGN 20.09.2024/ DE000JB9V5V4 /
| 8/2/2024 10:45:01 AM |
Chg.+0.030 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+27.27% |
-
Bid Size: - |
-
Ask Size: - |
Align Technology Inc |
230.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB9V5V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.40 |
| Parity: |
0.02 |
| Time value: |
0.12 |
| Break-even: |
199.23 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.47 |
| Theta: |
-0.13 |
| Omega: |
-7.16 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+86.67% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.098 |
| 1M High / 1M Low: |
0.160 |
0.084 |
| 6M High / 6M Low: |
0.180 |
0.044 |
| High (YTD): |
1/3/2024 |
0.260 |
| Low (YTD): |
4/25/2024 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.84% |
| Volatility 6M: |
|
204.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
