JP Morgan Put 53 TCOM 20.12.2024
/ DE000JK965B0
JP Morgan Put 53 TCOM 20.12.2024/ DE000JK965B0 /
| 10/07/2024 10:18:00 |
Chg.-0.030 |
Bid15:51:02 |
Ask15:51:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-5.08% |
0.580
Bid Size: 150,000 |
0.590
Ask Size: 150,000 |
Trip com Group Ltd |
53.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK965B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
53.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
0.19 |
| Time value: |
0.32 |
| Break-even: |
43.92 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-4.57 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.15% |
| 1 Month |
|
|
-1.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.560 |
| 1M High / 1M Low: |
0.740 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.631 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
