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: |
|
- |
