JP Morgan Put 31 SGM 20.12.2024
/ DE000JK5QZU6
JP Morgan Put 31 SGM 20.12.2024/ DE000JK5QZU6 /
| 10/7/2024 5:09:09 PM |
Chg.0.000 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
31.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.34 |
| Parity: |
0.53 |
| Time value: |
0.10 |
| Break-even: |
24.80 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
10.71% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-2.91 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.580 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.37% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+480.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.490 |
| 1M High / 1M Low: |
0.660 |
0.490 |
| 6M High / 6M Low: |
0.660 |
0.086 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.277 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.25% |
| Volatility 6M: |
|
215.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
