JP Morgan Put 250 ADP 15.11.2024
/ DE000JK4GFL1
JP Morgan Put 250 ADP 15.11.2024/ DE000JK4GFL1 /
9/10/2024 11:19:10 AM |
Chg.-0.070 |
Bid9:55:10 PM |
Ask9:55:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-13.46% |
0.390 Bid Size: 7,500 |
0.420 Ask Size: 7,500 |
Automatic Data Proce... |
250.00 USD |
11/15/2024 |
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: |
11/15/2024 |
Issue date: |
3/22/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-53.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.16 |
Parity: |
-2.32 |
Time value: |
0.47 |
Break-even: |
221.84 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.03 |
Spread %: |
6.82% |
Delta: |
-0.21 |
Theta: |
-0.07 |
Omega: |
-11.36 |
Rho: |
-0.11 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.42% |
1 Month |
|
|
-51.09% |
3 Months |
|
|
-68.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.380 |
1M High / 1M Low: |
0.980 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.466 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.590 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |