JP Morgan Put 36 SGM 18.10.2024
/ DE000JT5VAB0
JP Morgan Put 36 SGM 18.10.2024/ DE000JT5VAB0 /
| 05/08/2024 10:51:32 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
36.00 - |
18/10/2024 |
Put |
Master data
| WKN: |
JT5VAB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 - |
| Maturity: |
18/10/2024 |
| Issue date: |
25/07/2024 |
| Last trading day: |
06/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.32 |
| Parity: |
0.93 |
| Time value: |
0.07 |
| Break-even: |
26.00 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.08 |
| Spread %: |
8.70% |
| Delta: |
-0.77 |
| Theta: |
-0.02 |
| Omega: |
-2.07 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.78% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.930 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
