JP Morgan Put 240 ADP 16.08.2024
/ DE000JK1RVE6
JP Morgan Put 240 ADP 16.08.2024/ DE000JK1RVE6 /
02/08/2024 11:49:13 |
Chg.+0.012 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.064EUR |
+23.08% |
- Bid Size: - |
- Ask Size: - |
Automatic Data Proce... |
240.00 USD |
16/08/2024 |
Put |
Master data
WKN: |
JK1RVE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
24/01/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-299.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.16 |
Parity: |
-2.16 |
Time value: |
0.08 |
Break-even: |
219.15 |
Moneyness: |
0.91 |
Premium: |
0.09 |
Premium p.a.: |
11.02 |
Spread abs.: |
0.04 |
Spread %: |
83.33% |
Delta: |
-0.09 |
Theta: |
-0.11 |
Omega: |
-28.06 |
Rho: |
-0.01 |
Quote data
Open: |
0.064 |
High: |
0.064 |
Low: |
0.064 |
Previous Close: |
0.052 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-83.16% |
1 Month |
|
|
-93.33% |
3 Months |
|
|
-94.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.052 |
1M High / 1M Low: |
1.060 |
0.052 |
6M High / 6M Low: |
1.390 |
0.052 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.161 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.592 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.940 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
310.87% |
Volatility 6M: |
|
230.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |