JP Morgan Put 4 XPEV 18.10.2024
/ DE000JK5YAC1
JP Morgan Put 4 XPEV 18.10.2024/ DE000JK5YAC1 /
| 7/9/2024 10:29:49 AM |
Chg.0.000 |
Bid12:35:20 PM |
Ask12:35:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
0.130
Bid Size: 3,000 |
0.170
Ask Size: 3,000 |
XPeng Inc |
4.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK5YAC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
XPeng Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.69 |
| Parity: |
-3.19 |
| Time value: |
0.15 |
| Break-even: |
3.54 |
| Moneyness: |
0.54 |
| Premium: |
0.48 |
| Premium p.a.: |
3.17 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
-0.07 |
| Theta: |
0.00 |
| Omega: |
-3.35 |
| Rho: |
0.00 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
-60.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.120 |
| 1M High / 1M Low: |
0.190 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
