JP Morgan Put 55 BK 20.09.2024
/ DE000JK1PNR9
JP Morgan Put 55 BK 20.09.2024/ DE000JK1PNR9 /
7/26/2024 12:17:26 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
- |
- Bid Size: - |
- Ask Size: - |
Bank of New York Mel... |
55.00 - |
9/20/2024 |
Put |
Master data
WKN: |
JK1PNR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bank of New York Mellon Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 - |
Maturity: |
9/20/2024 |
Issue date: |
1/25/2024 |
Last trading day: |
7/26/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-118.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.16 |
Parity: |
-0.42 |
Time value: |
0.05 |
Break-even: |
54.50 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
1.23 |
Spread abs.: |
0.04 |
Spread %: |
400.00% |
Delta: |
-0.17 |
Theta: |
-0.02 |
Omega: |
-20.63 |
Rho: |
-0.01 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.015 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-91.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.019 |
0.010 |
6M High / 6M Low: |
0.350 |
0.010 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.014 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.173 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
365.83% |
Volatility 6M: |
|
217.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |