JP Morgan Put 46 TCOM 20.09.2024
/ DE000JK46T69
JP Morgan Put 46 TCOM 20.09.2024/ DE000JK46T69 /
9/11/2024 11:30:00 AM |
Chg.-0.017 |
Bid9:56:53 PM |
Ask9:56:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
-28.81% |
0.046 Bid Size: 10,000 |
0.061 Ask Size: 10,000 |
Trip com Group Ltd |
46.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JK46T6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Trip com Group Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
46.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
3/1/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-62.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.32 |
Parity: |
-0.10 |
Time value: |
0.07 |
Break-even: |
41.06 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
3.66 |
Spread abs.: |
0.02 |
Spread %: |
28.30% |
Delta: |
-0.35 |
Theta: |
-0.06 |
Omega: |
-21.77 |
Rho: |
0.00 |
Quote data
Open: |
0.042 |
High: |
0.042 |
Low: |
0.042 |
Previous Close: |
0.059 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.26% |
1 Month |
|
|
-90.00% |
3 Months |
|
|
-73.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.068 |
0.050 |
1M High / 1M Low: |
0.440 |
0.050 |
6M High / 6M Low: |
0.630 |
0.050 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.229 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.262 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
312.81% |
Volatility 6M: |
|
252.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |