JP Morgan Put 540 MLM 20.12.2024
/ DE000JK9VWD1
JP Morgan Put 540 MLM 20.12.2024/ DE000JK9VWD1 /
| 15/11/2024 12:08:26 |
Chg.+0.004 |
Bid20:52:37 |
Ask20:52:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
+5.97% |
0.081
Bid Size: 75,000 |
0.091
Ask Size: 75,000 |
Martin Marietta Mate... |
540.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK9VWD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Martin Marietta Materials Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
20/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-61.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
-0.46 |
| Time value: |
0.09 |
| Break-even: |
503.72 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.03 |
| Spread %: |
45.45% |
| Delta: |
-0.22 |
| Theta: |
-0.28 |
| Omega: |
-13.37 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.36% |
| 1 Month |
|
|
-71.60% |
| 3 Months |
|
|
-83.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.035 |
| 1M High / 1M Low: |
0.250 |
0.035 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
