JP Morgan Put 280 HII 20.12.2024
/ DE000JT6ST56
JP Morgan Put 280 HII 20.12.2024/ DE000JT6ST56 /
| 8/14/2024 9:38:43 AM |
Chg.+0.07 |
Bid8:14:14 PM |
Ask8:14:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
+2.95% |
2.18
Bid Size: 7,500 |
2.68
Ask Size: 7,500 |
Huntington Ingalls I... |
280.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JT6ST5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Huntington Ingalls Industries Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.21 |
| Parity: |
1.57 |
| Time value: |
1.58 |
| Break-even: |
223.17 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.91 |
| Spread %: |
40.65% |
| Delta: |
-0.53 |
| Theta: |
-0.08 |
| Omega: |
-4.02 |
| Rho: |
-0.55 |
Quote data
| Open: |
2.44 |
| High: |
2.44 |
| Low: |
2.44 |
| Previous Close: |
2.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.57% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.37 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.77 |
| 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: |
|
- |
