JP Morgan Put 280 HII 20.09.2024
/ DE000JT5YHT1
JP Morgan Put 280 HII 20.09.2024/ DE000JT5YHT1 /
14/08/2024 09:32:19 |
Chg.+0.15 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.83EUR |
+8.93% |
- Bid Size: - |
- Ask Size: - |
Huntington Ingalls I... |
280.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
JT5YHT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Huntington Ingalls Industries Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
31/07/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.64 |
Intrinsic value: |
1.57 |
Implied volatility: |
0.47 |
Historic volatility: |
0.21 |
Parity: |
1.57 |
Time value: |
0.74 |
Break-even: |
231.54 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.64 |
Spread %: |
38.04% |
Delta: |
-0.63 |
Theta: |
-0.16 |
Omega: |
-6.51 |
Rho: |
-0.18 |
Quote data
Open: |
1.83 |
High: |
1.83 |
Low: |
1.83 |
Previous Close: |
1.68 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.46% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.67 |
1.68 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |