JP Morgan Put 29 SGM 20.12.2024
/ DE000JK6NPX6
JP Morgan Put 29 SGM 20.12.2024/ DE000JK6NPX6 /
2024-09-02 9:48:20 AM |
Chg.+0.010 |
Bid10:06:06 AM |
Ask10:06:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+3.70% |
0.270 Bid Size: 250,000 |
0.280 Ask Size: 250,000 |
STMICROELECTRONICS |
29.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
JK6NPX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
29.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-05 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.49 |
Historic volatility: |
0.32 |
Parity: |
0.02 |
Time value: |
0.28 |
Break-even: |
26.00 |
Moneyness: |
1.01 |
Premium: |
0.10 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.05 |
Spread %: |
20.00% |
Delta: |
-0.44 |
Theta: |
-0.01 |
Omega: |
-4.25 |
Rho: |
-0.05 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.45% |
1 Month |
|
|
-9.68% |
3 Months |
|
|
+191.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.270 |
1M High / 1M Low: |
0.420 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.282 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.332 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |