JP Morgan Put 31 SGM 20.12.2024
/ DE000JK5QZU6
JP Morgan Put 31 SGM 20.12.2024/ DE000JK5QZU6 /
| 03/09/2024 13:30:34 |
Chg.+0.010 |
Bid18:38:08 |
Ask18:38:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.460
Bid Size: 15,000 |
0.510
Ask Size: 15,000 |
STMICROELECTRONICS |
31.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
0.23 |
| Time value: |
0.15 |
| Break-even: |
27.20 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-4.32 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-9.30% |
| 3 Months |
|
|
+225.00% |
| 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: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.459 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
