JP Morgan Put 270 HII 20.12.2024
/ DE000JK7YEW7
JP Morgan Put 270 HII 20.12.2024/ DE000JK7YEW7 /
| 17/09/2024 12:59:05 |
Chg.-0.20 |
Bid13:07:49 |
Ask13:07:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
-11.30% |
1.58
Bid Size: 500 |
2.28
Ask Size: 500 |
Huntington Ingalls I... |
270.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK7YEW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Huntington Ingalls Industries Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
0.43 |
| Time value: |
1.86 |
| Break-even: |
219.70 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.70 |
| Spread %: |
44.03% |
| Delta: |
-0.47 |
| Theta: |
-0.10 |
| Omega: |
-4.89 |
| Rho: |
-0.35 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.29% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-54.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.55 |
| 1M High / 1M Low: |
1.98 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
