JP Morgan Put 42 QIA 20.09.2024
/ DE000JK2UEJ3
JP Morgan Put 42 QIA 20.09.2024/ DE000JK2UEJ3 /
| 2024-07-24 10:42:18 AM |
Chg.- |
Bid9:09:54 AM |
Ask9:09:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
0.420
Bid Size: 200,000 |
0.430
Ask Size: 200,000 |
QIAGEN NV |
42.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JK2UEJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.22 |
| Parity: |
0.34 |
| Time value: |
0.17 |
| Break-even: |
36.90 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-4.61 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+15.91% |
| 3 Months |
|
|
-8.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.450 |
| 1M High / 1M Low: |
0.550 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
