JP Morgan Put 350 HD 17.01.2025
/ DE000JT12UD3
JP Morgan Put 350 HD 17.01.2025/ DE000JT12UD3 /
8/30/2024 8:34:38 AM |
Chg.+0.13 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.08EUR |
+13.68% |
0.99 Bid Size: 1,000 |
1.14 Ask Size: 1,000 |
Home Depot Inc |
350.00 USD |
1/17/2025 |
Put |
Master data
WKN: |
JT12UD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 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: |
-30.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
-1.54 |
Time value: |
1.10 |
Break-even: |
304.87 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.14 |
Spread %: |
14.02% |
Delta: |
-0.31 |
Theta: |
-0.05 |
Omega: |
-9.47 |
Rho: |
-0.44 |
Quote data
Open: |
1.08 |
High: |
1.08 |
Low: |
1.08 |
Previous Close: |
0.95 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.24% |
1 Month |
|
|
-33.74% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.19 |
0.89 |
1M High / 1M Low: |
2.66 |
0.89 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.98 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |