JP Morgan Put 250 HII 20.12.2024
/ DE000JK7YES5
JP Morgan Put 250 HII 20.12.2024/ DE000JK7YES5 /
| 14/08/2024 12:44:56 |
Chg.+0.08 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
+7.92% |
-
Bid Size: - |
-
Ask Size: - |
Huntington Ingalls I... |
250.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK7YES |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Huntington Ingalls Industries Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.21 |
| Parity: |
-1.16 |
| Time value: |
2.09 |
| Break-even: |
206.46 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
1.00 |
| Spread %: |
91.74% |
| Delta: |
-0.36 |
| Theta: |
-0.09 |
| Omega: |
-4.12 |
| Rho: |
-0.37 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.44% |
| 1 Month |
|
|
-25.34% |
| 3 Months |
|
|
-30.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.01 |
| 1M High / 1M Low: |
1.57 |
0.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
