JP Morgan Put 33 SGM 20.12.2024
/ DE000JK5QZV4
JP Morgan Put 33 SGM 20.12.2024/ DE000JK5QZV4 /
8/7/2024 12:19:08 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
- |
- Bid Size: - |
- Ask Size: - |
STMICROELECTRONICS |
33.00 - |
12/20/2024 |
Put |
Master data
WKN: |
JK5QZV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
33.00 - |
Maturity: |
12/20/2024 |
Issue date: |
3/7/2024 |
Last trading day: |
8/8/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.93 |
Historic volatility: |
0.32 |
Parity: |
0.43 |
Time value: |
0.40 |
Break-even: |
24.70 |
Moneyness: |
1.15 |
Premium: |
0.14 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.08 |
Spread %: |
10.67% |
Delta: |
-0.50 |
Theta: |
-0.02 |
Omega: |
-1.73 |
Rho: |
-0.07 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+15.79% |
3 Months |
|
|
+288.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.730 |
0.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.693 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
12.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |