JP Morgan Put 560 LMT 15.11.2024
/ DE000JT60J89
JP Morgan Put 560 LMT 15.11.2024/ DE000JT60J89 /
9/4/2024 9:24:58 AM |
Chg.+0.010 |
Bid7:02:30 PM |
Ask7:02:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+7.69% |
0.120 Bid Size: 125,000 |
0.130 Ask Size: 125,000 |
Lockheed Martin Corp |
560.00 USD |
11/15/2024 |
Put |
Master data
WKN: |
JT60J8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Lockheed Martin Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
560.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
8/14/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-35.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
-0.07 |
Time value: |
0.14 |
Break-even: |
492.37 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
14.29% |
Delta: |
-0.40 |
Theta: |
-0.11 |
Omega: |
-14.11 |
Rho: |
-0.43 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.130 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.130 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |