JP Morgan Put 240 HII 20.12.2024
/ DE000JK9QC04
JP Morgan Put 240 HII 20.12.2024/ DE000JK9QC04 /
18/10/2024 08:48:42 |
Chg.-0.010 |
Bid11:57:38 |
Ask11:57:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-1.85% |
0.520 Bid Size: 500 |
1.220 Ask Size: 500 |
Huntington Ingalls I... |
240.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JK9QC0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Huntington Ingalls Industries Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
30/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.20 |
Parity: |
-2.02 |
Time value: |
1.22 |
Break-even: |
209.42 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
1.07 |
Spread abs.: |
0.70 |
Spread %: |
134.62% |
Delta: |
-0.30 |
Theta: |
-0.15 |
Omega: |
-6.00 |
Rho: |
-0.15 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.540 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.17% |
1 Month |
|
|
-7.02% |
3 Months |
|
|
-28.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.520 |
1M High / 1M Low: |
0.770 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.585 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
265.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |