JP Morgan Put 270 GD 17.01.2025
/ DE000JK07H52
JP Morgan Put 270 GD 17.01.2025/ DE000JK07H52 /
| 25/07/2024 09:03:34 |
Chg.+0.210 |
Bid11:03:35 |
Ask11:03:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+41.18% |
0.740
Bid Size: 2,000 |
0.940
Ask Size: 2,000 |
General Dynamics Cor... |
270.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JK07H5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Dynamics Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
01/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-1.35 |
| Time value: |
0.92 |
| Break-even: |
239.92 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.20 |
| Spread %: |
27.78% |
| Delta: |
-0.31 |
| Theta: |
-0.03 |
| Omega: |
-8.71 |
| Rho: |
-0.43 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.85% |
| 1 Month |
|
|
+38.46% |
| 3 Months |
|
|
-35.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.510 |
| 1M High / 1M Low: |
0.910 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
