JP Morgan Put 310 ALGN 18.10.2024
/ DE000JK2LDR7
JP Morgan Put 310 ALGN 18.10.2024/ DE000JK2LDR7 /
| 2024-07-09 10:42:33 AM |
Chg.-0.050 |
Bid12:44:58 PM |
Ask12:44:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-7.81% |
0.590
Bid Size: 15,000 |
0.600
Ask Size: 15,000 |
Align Technology Inc |
310.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK2LDR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.42 |
| Parity: |
0.56 |
| Time value: |
0.06 |
| Break-even: |
224.22 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
-0.74 |
| Theta: |
-0.08 |
| Omega: |
-2.75 |
| Rho: |
-0.64 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.49% |
| 1 Month |
|
|
+11.32% |
| 3 Months |
|
|
+84.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.640 |
| 1M High / 1M Low: |
0.690 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
