JP Morgan Put 410 NTH 17.01.2025
/ DE000JS5R565
JP Morgan Put 410 NTH 17.01.2025/ DE000JS5R565 /
2024-08-08 8:59:46 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.052EUR |
- |
- Bid Size: - |
- Ask Size: - |
NORTHROP GRUMMAN DL ... |
410.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JS5R56 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NORTHROP GRUMMAN DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
410.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2022-12-29 |
Last trading day: |
2024-08-08 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-53.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
-0.64 |
Time value: |
0.09 |
Break-even: |
401.10 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.04 |
Spread %: |
81.63% |
Delta: |
-0.17 |
Theta: |
-0.07 |
Omega: |
-9.19 |
Rho: |
-0.35 |
Quote data
Open: |
0.052 |
High: |
0.052 |
Low: |
0.052 |
Previous Close: |
0.055 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
-52.73% |
YTD |
|
|
-74.00% |
1 Year |
|
|
-83.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.055 |
0.038 |
6M High / 6M Low: |
0.180 |
0.038 |
High (YTD): |
2024-01-25 |
0.260 |
Low (YTD): |
2024-08-02 |
0.038 |
52W High: |
2023-10-04 |
0.390 |
52W Low: |
2024-08-02 |
0.038 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.113 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.181 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
234.22% |
Volatility 6M: |
|
159.13% |
Volatility 1Y: |
|
132.03% |
Volatility 3Y: |
|
- |