JP Morgan Put 31 SGM 20.12.2024
/ DE000JK5QZU6
JP Morgan Put 31 SGM 20.12.2024/ DE000JK5QZU6 /
| 2024-11-01 3:59:18 PM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
31.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
JK5QZU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
31.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-11-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.33 |
| Parity: |
0.57 |
| Time value: |
0.13 |
| Break-even: |
24.00 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.05 |
| Spread %: |
7.69% |
| Delta: |
-0.69 |
| Theta: |
-0.03 |
| Omega: |
-2.48 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.92% |
| 3 Months |
|
|
+25.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.640 |
0.500 |
| 6M High / 6M Low: |
0.660 |
0.086 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.76% |
| Volatility 6M: |
|
213.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
