JP Morgan Put 44 RNL 20.12.2024
/ DE000JK50F43
JP Morgan Put 44 RNL 20.12.2024/ DE000JK50F43 /
| 2024-11-19 10:17:56 AM |
Chg.+0.070 |
Bid5:09:08 PM |
Ask5:09:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+24.14% |
0.300
Bid Size: 150,000 |
0.310
Ask Size: 150,000 |
RENAULT INH. EO... |
44.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
JK50F4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
0.22 |
| Time value: |
0.15 |
| Break-even: |
40.30 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.08 |
| Spread %: |
27.59% |
| Delta: |
-0.60 |
| Theta: |
-0.04 |
| Omega: |
-6.76 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.13% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.290 |
| 1M High / 1M Low: |
0.420 |
0.230 |
| 6M High / 6M Low: |
0.830 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.87% |
| Volatility 6M: |
|
225.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
