JP Morgan Put 270 HII/ DE000JT7Y0E2 /
| 16/10/2024 10:57:32 | Chg.- | Bid22:00:30 | Ask22:00:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.03EUR | - | - Bid Size: - |
- Ask Size: - |
Huntington Ingalls I... | 270.00 - | 18/10/2024 | Put |
Master data
| WKN: | JT7Y0E |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | Huntington Ingalls Industries Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 270.00 - |
| Maturity: | 18/10/2024 |
| Issue date: | 22/08/2024 |
| Last trading day: | 17/10/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -23.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.86 |
|---|---|
| Intrinsic value: | 0.86 |
| Implied volatility: | 0.95 |
| Historic volatility: | 0.20 |
| Parity: | 0.86 |
| Time value: | 0.17 |
| Break-even: | 238.34 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 12.12 |
| Spread abs.: | 0.01 |
| Spread %: | 0.98% |
| Delta: | -0.75 |
| Theta: | -1.87 |
| Omega: | -17.52 |
| Rho: | -0.01 |
Quote data
| Open: | 1.03 |
|---|---|
| High: | 1.03 |
| Low: | 1.03 |
| Previous Close: | 0.90 |
| Turnover: | 0.00 |
| Market phase: | SU |
All quotes in EUR
Performance
| 1 Week | -35.63% | ||
|---|---|---|---|
| 1 Month | +9.57% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.60 | 0.90 |
|---|---|---|
| 1M High / 1M Low: | 1.60 | 0.65 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.15 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.03 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 416.26% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
