JP Morgan Put 29 SGM 18.10.2024
/ DE000JT5P485
JP Morgan Put 29 SGM 18.10.2024/ DE000JT5P485 /
| 10/9/2024 12:49:29 PM |
Chg.+0.010 |
Bid6:48:06 PM |
Ask6:48:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+2.86% |
0.330
Bid Size: 7,500 |
0.390
Ask Size: 7,500 |
STMICROELECTRONICS |
29.00 EUR |
10/18/2024 |
Put |
Master data
| WKN: |
JT5P48 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
29.00 EUR |
| Maturity: |
10/18/2024 |
| Issue date: |
7/29/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.34 |
| Parity: |
0.37 |
| Time value: |
0.05 |
| Break-even: |
24.80 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.07 |
| Spread %: |
20.00% |
| Delta: |
-0.77 |
| Theta: |
-0.07 |
| Omega: |
-4.62 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.330 |
| 1M High / 1M Low: |
0.440 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
