JP Morgan Put 420 MSI 20.12.2024
/ DE000JT6ZTG8
JP Morgan Put 420 MSI 20.12.2024/ DE000JT6ZTG8 /
| 11/7/2024 10:16:06 AM |
Chg.-0.060 |
Bid11:06:48 AM |
Ask11:06:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-11.11% |
0.470
Bid Size: 1,000 |
0.770
Ask Size: 1,000 |
Motorola Solutions I... |
420.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JT6ZTG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Motorola Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-60.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.14 |
| Parity: |
-4.58 |
| Time value: |
0.72 |
| Break-even: |
384.16 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.64 |
| Spread abs.: |
0.20 |
| Spread %: |
38.46% |
| Delta: |
-0.19 |
| Theta: |
-0.19 |
| Omega: |
-11.73 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.94% |
| 1 Month |
|
|
-54.72% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.540 |
| 1M High / 1M Low: |
1.060 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.823 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
