JP Morgan Put 60 BK 20.12.2024
/ DE000JK91JP3
JP Morgan Put 60 BK 20.12.2024/ DE000JK91JP3 /
8/30/2024 8:56:23 AM |
Chg.+0.002 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+2.27% |
0.080 Bid Size: 5,000 |
0.110 Ask Size: 5,000 |
Bank of New York Mel... |
60.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK91JP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bank of New York Mellon Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/21/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-56.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.16 |
Parity: |
-0.65 |
Time value: |
0.11 |
Break-even: |
53.07 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.03 |
Spread %: |
33.33% |
Delta: |
-0.19 |
Theta: |
-0.01 |
Omega: |
-10.70 |
Rho: |
-0.04 |
Quote data
Open: |
0.090 |
High: |
0.090 |
Low: |
0.090 |
Previous Close: |
0.088 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
-30.77% |
3 Months |
|
|
-77.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.096 |
0.083 |
1M High / 1M Low: |
0.280 |
0.083 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.156 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
252.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |