JP Morgan Put 55 NDA 20.12.2024
/ DE000JT51779
JP Morgan Put 55 NDA 20.12.2024/ DE000JT51779 /
| 10/9/2024 1:10:00 PM |
Chg.-0.010 |
Bid2:02:59 PM |
Ask2:02:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
0.150
Bid Size: 2,000 |
0.250
Ask Size: 2,000 |
AURUBIS AG |
55.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
JT5177 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/24/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.34 |
| Parity: |
-0.84 |
| Time value: |
0.36 |
| Break-even: |
51.40 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.20 |
| Spread %: |
125.00% |
| Delta: |
-0.26 |
| Theta: |
-0.04 |
| Omega: |
-4.61 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.130 |
| 1M High / 1M Low: |
0.220 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
630.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
