JP Morgan Put 31 SGM 20.12.2024
/ DE000JK5QZU6
JP Morgan Put 31 SGM 20.12.2024/ DE000JK5QZU6 /
2024-09-02 11:52:46 AM |
Chg.+0.010 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+2.70% |
- Bid Size: - |
- Ask Size: - |
STMICROELECTRONICS |
31.00 EUR |
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 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-07 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.49 |
Historic volatility: |
0.32 |
Parity: |
0.22 |
Time value: |
0.20 |
Break-even: |
26.80 |
Moneyness: |
1.08 |
Premium: |
0.07 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.06 |
Spread %: |
16.67% |
Delta: |
-0.54 |
Theta: |
-0.01 |
Omega: |
-3.71 |
Rho: |
-0.06 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.32% |
1 Month |
|
|
-11.63% |
3 Months |
|
|
+171.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.370 |
1M High / 1M Low: |
0.580 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.398 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.461 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |