JP Morgan Put 24.5 ARRD 16.08.2024
/ DE000JT1EH69
JP Morgan Put 24.5 ARRD 16.08.202.../ DE000JT1EH69 /
| 6/20/2024 9:16:24 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
24.50 - |
8/16/2024 |
Put |
Master data
| WKN: |
JT1EH6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.50 - |
| Maturity: |
8/16/2024 |
| Issue date: |
6/4/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.25 |
| Parity: |
0.10 |
| Time value: |
0.16 |
| Break-even: |
21.90 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-4.73 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.280 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
