JP Morgan Put 46 UAL 19.07.2024
/ DE000JK5NHS5
JP Morgan Put 46 UAL 19.07.2024/ DE000JK5NHS5 /
12/07/2024 11:22:34 |
Chg.+0.040 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+23.53% |
- Bid Size: - |
- Ask Size: - |
United Airlines Hold... |
46.00 USD |
19/07/2024 |
Put |
Master data
WKN: |
JK5NHS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
United Airlines Holdings Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
46.00 USD |
Maturity: |
19/07/2024 |
Issue date: |
22/03/2024 |
Last trading day: |
18/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.98 |
Historic volatility: |
0.35 |
Parity: |
0.12 |
Time value: |
0.15 |
Break-even: |
39.48 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
8.24 |
Spread abs.: |
0.02 |
Spread %: |
8.00% |
Delta: |
-0.56 |
Theta: |
-0.17 |
Omega: |
-8.55 |
Rho: |
0.00 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+110.00% |
1 Month |
|
|
+223.08% |
3 Months |
|
|
-56.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.150 |
1M High / 1M Low: |
0.210 |
0.065 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
367.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |