JP Morgan Put 240 ALGN 20.09.2024
/ DE000JB9V5W2
JP Morgan Put 240 ALGN 20.09.2024/ DE000JB9V5W2 /
| 15/08/2024 10:54:00 |
Chg.0.000 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Align Technology Inc |
240.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JB9V5W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.40 |
| Parity: |
0.18 |
| Time value: |
0.04 |
| Break-even: |
195.95 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
-0.71 |
| Theta: |
-0.11 |
| Omega: |
-6.43 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
+31.25% |
| 3 Months |
|
|
+133.33% |
| YTD |
|
|
-16.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.210 |
| 1M High / 1M Low: |
0.350 |
0.140 |
| 6M High / 6M Low: |
0.350 |
0.056 |
| High (YTD): |
08/08/2024 |
0.350 |
| Low (YTD): |
25/04/2024 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.136 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.56% |
| Volatility 6M: |
|
229.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
