JP Morgan Put 55 NTR 20.09.2024
/ DE000JK7CS04
JP Morgan Put 55 NTR 20.09.2024/ DE000JK7CS04 /
| 17/07/2024 09:51:59 |
Chg.- |
Bid08:04:19 |
Ask08:04:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
- |
0.370
Bid Size: 7,500 |
0.390
Ask Size: 7,500 |
Nutrien Ltd |
55.00 USD |
20/09/2024 |
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 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
05/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.38 |
| Time value: |
0.09 |
| Break-even: |
45.75 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-6.69 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.69% |
| 1 Month |
|
|
-13.46% |
| 3 Months |
|
|
-19.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.450 |
| 1M High / 1M Low: |
0.640 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
