JP Morgan Put 240 ADP 16.08.2024
/ DE000JK1RVE6
JP Morgan Put 240 ADP 16.08.2024/ DE000JK1RVE6 /
| 27/06/2024 15:50:08 |
Chg.- |
Bid11:22:31 |
Ask11:22:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
- |
0.940
Bid Size: 5,000 |
0.960
Ask Size: 5,000 |
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: |
-23.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.25 |
| Time value: |
0.68 |
| Break-even: |
214.80 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
-0.51 |
| Theta: |
-0.08 |
| Omega: |
-12.03 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
+39.71% |
| 3 Months |
|
|
-9.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.520 |
| 1M High / 1M Low: |
1.070 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.769 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
