JP Morgan Put 45 MO 20.12.2024
/ DE000JK9SRY3
JP Morgan Put 45 MO 20.12.2024/ DE000JK9SRY3 /
| 13/09/2024 11:28:35 |
Chg.+0.002 |
Bid20:26:39 |
Ask20:26:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+6.25% |
0.034
Bid Size: 150,000 |
0.044
Ask Size: 150,000 |
Altria Group Inc |
45.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK9SRY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-103.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
-0.69 |
| Time value: |
0.05 |
| Break-even: |
40.16 |
| Moneyness: |
0.85 |
| Premium: |
0.15 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
27.78% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-12.50 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.032 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
-54.67% |
| 3 Months |
|
|
-83.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.029 |
| 1M High / 1M Low: |
0.075 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
