JP Morgan Put 48 TCOM 17.01.2025
/ DE000JK55NX4
JP Morgan Put 48 TCOM 17.01.2025/ DE000JK55NX4 /
28/06/2024 09:39:34 |
Chg.+0.030 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+6.82% |
- Bid Size: - |
- Ask Size: - |
Trip com Group Ltd |
48.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
JK55NX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Trip com Group Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
05/04/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.37 |
Historic volatility: |
0.32 |
Parity: |
0.09 |
Time value: |
0.38 |
Break-even: |
40.04 |
Moneyness: |
1.02 |
Premium: |
0.09 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
4.08% |
Delta: |
-0.45 |
Theta: |
-0.01 |
Omega: |
-4.12 |
Rho: |
-0.13 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.63% |
1 Month |
|
|
+23.68% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.420 |
1M High / 1M Low: |
0.470 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.396 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |