JP Morgan Put 50 UAL 20.09.2024
/ DE000JT1WVC1
JP Morgan Put 50 UAL 20.09.2024/ DE000JT1WVC1 /
| 2024-06-27 9:15:51 AM |
Chg.+0.030 |
Bid8:18:45 PM |
Ask8:18:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+7.32% |
0.430
Bid Size: 150,000 |
0.440
Ask Size: 150,000 |
United Airlines Hold... |
50.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JT1WVC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.36 |
| Parity: |
0.18 |
| Time value: |
0.25 |
| Break-even: |
42.51 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-5.48 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.380 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
