JP Morgan Put 235 ADI 15.11.2024
/ DE000JT6BZX1
JP Morgan Put 235 ADI 15.11.2024/ DE000JT6BZX1 /
| 07/11/2024 10:35:26 |
Chg.- |
Bid10:04:59 |
Ask10:04:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
- |
0.820
Bid Size: 10,000 |
0.840
Ask Size: 10,000 |
Analog Devices Inc |
235.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JT6BZX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
02/08/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
0.67 |
| Time value: |
0.12 |
| Break-even: |
209.81 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
-0.75 |
| Theta: |
-0.19 |
| Omega: |
-20.20 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.80% |
| 1 Month |
|
|
-37.76% |
| 3 Months |
|
|
-74.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
0.890 |
| 1M High / 1M Low: |
1.430 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.167 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
