JP Morgan Put 520 DPZ 19.07.2024
/ DE000JT0SYD3
JP Morgan Put 520 DPZ 19.07.2024/ DE000JT0SYD3 /
| 15/07/2024 11:23:54 |
Chg.-0.150 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-34.09% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
520.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JT0SYD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
23/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.22 |
| Parity: |
0.26 |
| Time value: |
0.04 |
| Break-even: |
447.38 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
-0.77 |
| Theta: |
-1.22 |
| Omega: |
-11.43 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
+70.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.260 |
| 1M High / 1M Low: |
0.440 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
392.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
