JP Morgan Put 360 ACN 20.12.2024
/ DE000JV2E482
JP Morgan Put 360 ACN 20.12.2024/ DE000JV2E482 /
| 11/12/2024 10:26:59 AM |
Chg.+0.05 |
Bid9:50:49 PM |
Ask9:50:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+3.88% |
1.05
Bid Size: 50,000 |
1.06
Ask Size: 50,000 |
Accenture Plc |
360.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JV2E48 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Accenture Plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/11/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.25 |
| Time value: |
0.98 |
| Break-even: |
325.31 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
1.65% |
| Delta: |
-0.50 |
| Theta: |
-0.14 |
| Omega: |
-13.70 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.66% |
| 1 Month |
|
|
+13.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.09 |
| 1M High / 1M Low: |
2.02 |
0.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
365.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
