JP Morgan Put 39 SGM 20.12.2024
/ DE000JK5QZY8
JP Morgan Put 39 SGM 20.12.2024/ DE000JK5QZY8 /
| 8/5/2024 12:08:29 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
39.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
JK5QZY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
8/6/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.32 |
| Parity: |
1.23 |
| Time value: |
0.08 |
| Break-even: |
25.90 |
| Moneyness: |
1.46 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
7.38% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-1.54 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.07 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.76% |
| 1 Month |
|
|
+223.08% |
| 3 Months |
|
|
+168.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.26 |
| 1M High / 1M Low: |
1.26 |
0.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
