JP Morgan Put 320 PPX 16.08.2024
/ DE000JT05GD6
JP Morgan Put 320 PPX 16.08.2024/ DE000JT05GD6 /
| 2024-07-24 10:07:20 AM |
Chg.- |
Bid8:31:27 AM |
Ask8:31:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
- |
0.400
Bid Size: 15,000 |
0.420
Ask Size: 15,000 |
KERING S.A. INH. ... |
320.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
JT05GD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
KERING S.A. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.28 |
| Parity: |
0.05 |
| Time value: |
0.14 |
| Break-even: |
301.00 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
-0.52 |
| Theta: |
-0.34 |
| Omega: |
-8.54 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.75% |
| 1 Month |
|
|
+130.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.140 |
| 1M High / 1M Low: |
0.230 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
499.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
