JP Morgan Put 55 NTR 20.09.2024
/ DE000JK7CS04
JP Morgan Put 55 NTR 20.09.2024/ DE000JK7CS04 /
8/13/2024 9:51:18 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
- |
- Bid Size: - |
- Ask Size: - |
Nutrien Ltd |
55.00 - |
9/20/2024 |
Put |
Master data
WKN: |
JK7CS0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Nutrien Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 - |
Maturity: |
9/20/2024 |
Issue date: |
4/5/2024 |
Last trading day: |
8/13/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.26 |
Intrinsic value: |
1.26 |
Implied volatility: |
- |
Historic volatility: |
0.26 |
Parity: |
1.26 |
Time value: |
-0.47 |
Break-even: |
47.10 |
Moneyness: |
1.30 |
Premium: |
-0.11 |
Premium p.a.: |
-0.71 |
Spread abs.: |
-0.01 |
Spread %: |
-1.25% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-3.66% |
1 Month |
|
|
+75.56% |
3 Months |
|
|
+229.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.790 |
1M High / 1M Low: |
0.820 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.795 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.574 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
266.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |