JP Morgan Put 27 SGM 20.12.2024
/ DE000JT5S760
JP Morgan Put 27 SGM 20.12.2024/ DE000JT5S760 /
| 2024-11-12 11:15:24 AM |
Chg.-0.040 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-16.00% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
27.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
JT5S76 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.33 |
| Parity: |
0.17 |
| Time value: |
0.14 |
| Break-even: |
23.90 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.05 |
| Spread %: |
19.23% |
| Delta: |
-0.58 |
| Theta: |
-0.03 |
| Omega: |
-4.71 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-32.26% |
| 3 Months |
|
|
-19.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.250 |
| 1M High / 1M Low: |
0.310 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
