JP Morgan Put 24 BTU 18.10.2024
/ DE000JK8TSS3
JP Morgan Put 24 BTU 18.10.2024/ DE000JK8TSS3 /
| 9/10/2024 9:41:44 AM |
Chg.+0.020 |
Bid10:55:21 AM |
Ask10:55:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+6.67% |
0.320
Bid Size: 5,000 |
0.380
Ask Size: 5,000 |
Peabody Energy Corpo... |
24.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK8TSS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Peabody Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.30 |
| Parity: |
0.29 |
| Time value: |
0.09 |
| Break-even: |
17.95 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.06 |
| Spread %: |
18.75% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-3.28 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.24% |
| 1 Month |
|
|
+18.52% |
| 3 Months |
|
|
+23.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.170 |
| 1M High / 1M Low: |
0.300 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
