JP Morgan Put 260 HII 20.09.2024
/ DE000JK73H28
JP Morgan Put 260 HII 20.09.2024/ DE000JK73H28 /
8/14/2024 3:58:35 PM |
Chg.-0.300 |
Bid8:18:10 PM |
Ask8:18:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-34.09% |
0.560 Bid Size: 7,500 |
0.860 Ask Size: 7,500 |
Huntington Ingalls I... |
260.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JK73H2 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Huntington Ingalls Industries Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
4/29/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.21 |
Parity: |
-0.25 |
Time value: |
1.15 |
Break-even: |
224.95 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.50 |
Spread %: |
76.92% |
Delta: |
-0.43 |
Theta: |
-0.16 |
Omega: |
-8.97 |
Rho: |
-0.12 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.880 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.76% |
1 Month |
|
|
-61.07% |
3 Months |
|
|
-63.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.310 |
0.880 |
1M High / 1M Low: |
1.310 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.860 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
534.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |