JP Morgan Put 460 RHM 16.08.2024
/ DE000JT2WC61
JP Morgan Put 460 RHM 16.08.2024/ DE000JT2WC61 /
| 29/07/2024 17:09:18 |
Chg.-0.014 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
-17.07% |
-
Bid Size: - |
-
Ask Size: - |
RHEINMETALL AG |
460.00 EUR |
16/08/2024 |
Put |
Master data
| WKN: |
JT2WC6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RHEINMETALL AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
18/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-52.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
-0.29 |
| Time value: |
0.09 |
| Break-even: |
450.70 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
3.66 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
-0.27 |
| Theta: |
-0.48 |
| Omega: |
-13.96 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.073 |
| High: |
0.073 |
| Low: |
0.060 |
| Previous Close: |
0.082 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-62.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.066 |
| 1M High / 1M Low: |
0.140 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
641.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
