JP Morgan Put 230 HII 16.08.2024
/ DE000JT4A852
JP Morgan Put 230 HII 16.08.2024/ DE000JT4A852 /
7/26/2024 8:31:21 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.023EUR |
- |
- Bid Size: - |
- Ask Size: - |
Huntington Ingalls I... |
230.00 - |
8/16/2024 |
Put |
Master data
WKN: |
JT4A85 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Huntington Ingalls Industries Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 - |
Maturity: |
8/16/2024 |
Issue date: |
7/2/2024 |
Last trading day: |
7/26/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
2.06 |
Historic volatility: |
0.21 |
Parity: |
-0.90 |
Time value: |
1.02 |
Break-even: |
219.80 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.00 |
Spread abs.: |
1.00 |
Spread %: |
5,000.00% |
Delta: |
-0.37 |
Theta: |
-3.44 |
Omega: |
-8.70 |
Rho: |
-0.01 |
Quote data
Open: |
0.023 |
High: |
0.023 |
Low: |
0.023 |
Previous Close: |
0.067 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-87.89% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.180 |
0.023 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
510.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |