JP Morgan Put 48 RNL 20.09.2024
/ DE000JK59P59
JP Morgan Put 48 RNL 20.09.2024/ DE000JK59P59 /
| 05/08/2024 09:17:07 |
Chg.+0.280 |
Bid15:08:03 |
Ask15:08:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+51.85% |
0.850
Bid Size: 75,000 |
0.860
Ask Size: 75,000 |
RENAULT INH. EO... |
48.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
JK59P5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
0.61 |
| Time value: |
0.09 |
| Break-even: |
41.00 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
16.67% |
| Delta: |
-0.74 |
| Theta: |
-0.02 |
| Omega: |
-4.42 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.22% |
| 1 Month |
|
|
+382.35% |
| 3 Months |
|
|
+90.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.400 |
| 1M High / 1M Low: |
0.540 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
386.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
