JP Morgan Put 340 PPX 16.08.2024
/ DE000JT05GG9
JP Morgan Put 340 PPX 16.08.2024/ DE000JT05GG9 /
| 7/25/2024 10:00:56 AM |
Chg.+0.230 |
Bid10:10:49 AM |
Ask10:10:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+58.97% |
0.600
Bid Size: 125,000 |
0.610
Ask Size: 125,000 |
KERING S.A. INH. ... |
340.00 EUR |
8/16/2024 |
Put |
Master data
| WKN: |
JT05GG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
KERING S.A. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/22/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.29 |
| Parity: |
0.39 |
| Time value: |
0.06 |
| Break-even: |
295.00 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
-0.76 |
| Theta: |
-0.31 |
| Omega: |
-5.05 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+121.43% |
| 1 Month |
|
|
+210.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.270 |
| 1M High / 1M Low: |
0.390 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
405.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
