JP Morgan Put 44 UAL 20.09.2024
/ DE000JT1WVB3
JP Morgan Put 44 UAL 20.09.2024/ DE000JT1WVB3 /
| 2024-07-29 9:06:32 AM |
Chg.-0.020 |
Bid6:57:17 PM |
Ask6:57:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
0.130
Bid Size: 150,000 |
0.140
Ask Size: 150,000 |
United Airlines Hold... |
44.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JT1WVB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.35 |
| Parity: |
-0.31 |
| Time value: |
0.14 |
| Break-even: |
39.14 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-8.93 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-35.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.260 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
