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: |
|
- |