JP Morgan Put 360 MOH 20.12.2024
/ DE000JV1V1U1
JP Morgan Put 360 MOH 20.12.2024/ DE000JV1V1U1 /
2024-09-26 11:29:51 AM |
Chg.- |
Bid7:02:10 PM |
Ask7:02:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.62EUR |
- |
2.93 Bid Size: 5,000 |
3.43 Ask Size: 5,000 |
Molina Healthcare In... |
360.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
JV1V1U |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Molina Healthcare Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
360.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-09-17 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.55 |
Intrinsic value: |
1.92 |
Implied volatility: |
0.46 |
Historic volatility: |
0.26 |
Parity: |
1.92 |
Time value: |
1.72 |
Break-even: |
285.68 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.89 |
Spread %: |
32.57% |
Delta: |
-0.55 |
Theta: |
-0.14 |
Omega: |
-4.60 |
Rho: |
-0.47 |
Quote data
Open: |
2.62 |
High: |
2.62 |
Low: |
2.62 |
Previous Close: |
2.57 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.07% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.62 |
2.39 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.50 |
Avg. volume 1W: |
|
0.00 |
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: |
|
- |