JP Morgan Put 510 NOC 18.10.2024
/ DE000JT7NR29
JP Morgan Put 510 NOC 18.10.2024/ DE000JT7NR29 /
| 13/09/2024 10:41:27 |
Chg.-0.009 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-11.84% |
-
Bid Size: - |
-
Ask Size: - |
Northrop Grumman Cor... |
510.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JT7NR2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
510.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
22/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-62.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.09 |
| Time value: |
0.08 |
| Break-even: |
452.95 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
25.00% |
| Delta: |
-0.35 |
| Theta: |
-0.15 |
| Omega: |
-22.12 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.46% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.058 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| 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: |
|
- |
