JP Morgan Put 44 TCOM 20.09.2024
/ DE000JK3JX61
JP Morgan Put 44 TCOM 20.09.2024/ DE000JK3JX61 /
| 2024-08-05 10:09:40 AM |
Chg.+0.060 |
Bid5:40:59 PM |
Ask5:40:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+15.00% |
0.420
Bid Size: 200,000 |
0.430
Ask Size: 200,000 |
Trip com Group Ltd |
44.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK3JX6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
0.43 |
| Time value: |
0.04 |
| Break-even: |
35.65 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-5.99 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.29% |
| 1 Month |
|
|
+360.00% |
| 3 Months |
|
|
+170.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.250 |
| 1M High / 1M Low: |
0.400 |
0.078 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
