JP Morgan Put 520 DPZ 26.07.2024
/ DE000JT2SP88
JP Morgan Put 520 DPZ 26.07.2024/ DE000JT2SP88 /
7/12/2024 10:35:30 AM |
Chg.+0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+6.82% |
- Bid Size: - |
- Ask Size: - |
Dominos Pizza Inc |
520.00 USD |
7/26/2024 |
Put |
Master data
WKN: |
JT2SP8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
520.00 USD |
Maturity: |
7/26/2024 |
Issue date: |
6/28/2024 |
Last trading day: |
7/25/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.63 |
Historic volatility: |
0.21 |
Parity: |
0.26 |
Time value: |
0.11 |
Break-even: |
439.78 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.02 |
Spread %: |
5.71% |
Delta: |
-0.66 |
Theta: |
-0.72 |
Omega: |
-8.01 |
Rho: |
-0.12 |
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 |
|
|
+42.42% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.310 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.416 |
Avg. volume 1W: |
|
2,000 |
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: |
|
- |