JP Morgan Put 61 WFC 29.11.2024
/ DE000JV4KRM3
JP Morgan Put 61 WFC 29.11.2024/ DE000JV4KRM3 /
2024-11-08 9:22:36 AM |
Chg.+0.002 |
Bid9:08:15 PM |
Ask9:08:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.027EUR |
+8.00% |
0.025 Bid Size: 100,000 |
- Ask Size: - |
Wells Fargo and Comp... |
61.00 USD |
2024-11-29 |
Put |
Master data
WKN: |
JV4KRM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Wells Fargo and Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
61.00 USD |
Maturity: |
2024-11-29 |
Issue date: |
2024-11-04 |
Last trading day: |
2024-11-28 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-258.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.26 |
Parity: |
-0.82 |
Time value: |
0.03 |
Break-even: |
56.25 |
Moneyness: |
0.87 |
Premium: |
0.13 |
Premium p.a.: |
7.39 |
Spread abs.: |
-0.01 |
Spread %: |
-24.24% |
Delta: |
-0.08 |
Theta: |
-0.02 |
Omega: |
-20.86 |
Rho: |
0.00 |
Quote data
Open: |
0.027 |
High: |
0.027 |
Low: |
0.027 |
Previous Close: |
0.025 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
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: |
|
- |