JP Morgan Put 50 MO 20.09.2024
/ DE000JT3S8X7
JP Morgan Put 50 MO 20.09.2024/ DE000JT3S8X7 /
| 13/09/2024 08:49:49 |
Chg.+0.001 |
Bid19:42:25 |
Ask19:42:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
+10.00% |
0.008
Bid Size: 125,000 |
0.018
Ask Size: 125,000 |
Altria Group Inc |
50.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JT3S8X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
23/07/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-206.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
-0.24 |
| Time value: |
0.02 |
| Break-even: |
44.90 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
15.30 |
| Spread abs.: |
0.01 |
| Spread %: |
76.92% |
| Delta: |
-0.16 |
| Theta: |
-0.04 |
| Omega: |
-33.74 |
| Rho: |
0.00 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-90.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.007 |
| 1M High / 1M Low: |
0.120 |
0.007 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
