JP Morgan Put 340 HD 17.01.2025
/ DE000JT12UC5
JP Morgan Put 340 HD 17.01.2025/ DE000JT12UC5 /
8/30/2024 8:34:35 AM |
Chg.+0.100 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
+13.70% |
0.750 Bid Size: 1,000 |
0.900 Ask Size: 1,000 |
Home Depot Inc |
340.00 USD |
1/17/2025 |
Put |
Master data
WKN: |
JT12UC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
6/25/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-37.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
-2.44 |
Time value: |
0.88 |
Break-even: |
298.10 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.14 |
Spread %: |
18.29% |
Delta: |
-0.26 |
Theta: |
-0.05 |
Omega: |
-9.72 |
Rho: |
-0.36 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.79% |
1 Month |
|
|
-30.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.680 |
1M High / 1M Low: |
2.220 |
0.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.732 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.266 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
253.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |