JP Morgan Put 610 TMO/ DE000JT548B5 /
15/08/2024 11:06:12 | Chg.- | Bid22:00:29 | Ask22:00:29 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.085EUR | - | - Bid Size: - |
- Ask Size: - |
Thermo Fisher Scient... | 610.00 USD | 16/08/2024 | Put |
Master data
WKN: | JT548B |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | Thermo Fisher Scientific Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 610.00 USD |
Maturity: | 16/08/2024 |
Issue date: | 02/08/2024 |
Last trading day: | 15/08/2024 |
Ratio: | 100:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -63.38 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.07 |
Implied volatility: | 0.36 |
Historic volatility: | 0.19 |
Parity: | 0.07 |
Time value: | 0.01 |
Break-even: | 545.33 |
Moneyness: | 1.01 |
Premium: | 0.00 |
Premium p.a.: | 1.63 |
Spread abs.: | 0.01 |
Spread %: | 11.76% |
Delta: | -0.75 |
Theta: | -1.59 |
Omega: | -47.62 |
Rho: | -0.01 |
Quote data
Open: | 0.085 |
---|---|
High: | 0.085 |
Low: | 0.085 |
Previous Close: | 0.077 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -34.62% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.150 | 0.077 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.112 | |
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: | - |