JP Morgan Put 46 TCOM 20.09.2024
/ DE000JK46T69
JP Morgan Put 46 TCOM 20.09.2024/ DE000JK46T69 /
| 09/09/2024 11:29:08 |
Chg.-0.006 |
Bid21:15:07 |
Ask21:15:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
-8.82% |
0.054
Bid Size: 150,000 |
0.064
Ask Size: 150,000 |
Trip com Group Ltd |
46.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-60.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
-0.14 |
| Time value: |
0.07 |
| Break-even: |
40.78 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
3.95 |
| Spread abs.: |
0.02 |
| Spread %: |
26.79% |
| Delta: |
-0.32 |
| Theta: |
-0.05 |
| Omega: |
-19.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.62% |
| 1 Month |
|
|
-85.24% |
| 3 Months |
|
|
-61.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
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: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.51% |
| Volatility 6M: |
|
253.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
