JP Morgan Put 40 TCOM 20.09.2024
/ DE000JK2NRH4
JP Morgan Put 40 TCOM 20.09.2024/ DE000JK2NRH4 /
| 02/08/2024 12:51:54 |
Chg.+0.060 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+42.86% |
-
Bid Size: - |
-
Ask Size: - |
Trip com Group Ltd |
40.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK2NRH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
14/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
0.06 |
| Time value: |
0.21 |
| Break-even: |
33.96 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
-0.49 |
| Theta: |
-0.02 |
| Omega: |
-6.61 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.82% |
| 1 Month |
|
|
+471.43% |
| 3 Months |
|
|
+117.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.100 |
| 1M High / 1M Low: |
0.200 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
