JP Morgan Put 250 ADP 15.11.2024
/ DE000JK4GFL1
JP Morgan Put 250 ADP 15.11.2024/ DE000JK4GFL1 /
29/08/2024 10:59:00 |
Chg.+0.040 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+9.30% |
- Bid Size: - |
- Ask Size: - |
Automatic Data Proce... |
250.00 USD |
15/11/2024 |
Put |
Master data
WKN: |
JK4GFL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
22/03/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-47.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.16 |
Parity: |
-2.04 |
Time value: |
0.52 |
Break-even: |
219.53 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.03 |
Spread %: |
6.12% |
Delta: |
-0.23 |
Theta: |
-0.06 |
Omega: |
-11.02 |
Rho: |
-0.13 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.54% |
1 Month |
|
|
-63.85% |
3 Months |
|
|
-74.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.430 |
1M High / 1M Low: |
1.300 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.514 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.831 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
213.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |