JP Morgan Put 270 HII 20.12.2024
/ DE000JK7YEW7
JP Morgan Put 270 HII 20.12.2024/ DE000JK7YEW7 /
| 10/18/2024 12:50:56 PM |
Chg.-0.08 |
Bid12:55:34 PM |
Ask12:55:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
-4.60% |
1.67
Bid Size: 500 |
2.37
Ask Size: 500 |
Huntington Ingalls I... |
270.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.20 |
| Parity: |
0.75 |
| Time value: |
1.63 |
| Break-even: |
225.53 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.70 |
| Spread %: |
41.67% |
| Delta: |
-0.51 |
| Theta: |
-0.15 |
| Omega: |
-5.13 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.89% |
| 1 Month |
|
|
+5.73% |
| 3 Months |
|
|
-7.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.21 |
1.69 |
| 1M High / 1M Low: |
2.21 |
1.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
