JP Morgan Put 600 URI 20.09.2024
/ DE000JT0V0L7
JP Morgan Put 600 URI 20.09.2024/ DE000JT0V0L7 /
6/28/2024 11:10:01 AM |
Chg.+0.020 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+7.41% |
- Bid Size: - |
- Ask Size: - |
United Rentals |
600.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JT0V0L |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
United Rentals |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
600.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
5/23/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.32 |
Parity: |
-0.44 |
Time value: |
0.38 |
Break-even: |
521.75 |
Moneyness: |
0.93 |
Premium: |
0.14 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.19 |
Spread %: |
95.24% |
Delta: |
-0.33 |
Theta: |
-0.31 |
Omega: |
-5.13 |
Rho: |
-0.53 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.41% |
1 Month |
|
|
+16.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.230 |
1M High / 1M Low: |
0.360 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.282 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
268.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |