JP Morgan Put 27.5 JKS 20.12.2024
/ DE000JT1GYX4
JP Morgan Put 27.5 JKS 20.12.2024/ DE000JT1GYX4 /
| 25/06/2024 15:51:50 |
Chg.- |
Bid10:30:09 |
Ask10:30:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
- |
0.820
Bid Size: 5,000 |
0.970
Ask Size: 5,000 |
Jinkosolar Holdings ... |
27.50 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JT1GYX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Jinkosolar Holdings Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
24/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.56 |
| Parity: |
0.61 |
| Time value: |
0.26 |
| Break-even: |
17.13 |
| Moneyness: |
1.31 |
| Premium: |
0.13 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.14 |
| Spread %: |
19.48% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-1.24 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.15% |
| 1 Month |
|
|
+57.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.650 |
| 1M High / 1M Low: |
0.820 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.715 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
