JP Morgan Put 610 URI 20.09.2024
/ DE000JT0V0M5
JP Morgan Put 610 URI 20.09.2024/ DE000JT0V0M5 /
7/12/2024 11:14:34 AM |
Chg.-0.070 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
-29.17% |
- Bid Size: - |
- Ask Size: - |
United Rentals |
610.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JT0V0M |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
United Rentals |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
610.00 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: |
-16.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.32 |
Parity: |
-0.52 |
Time value: |
0.37 |
Break-even: |
523.97 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.20 |
Spread %: |
117.65% |
Delta: |
-0.31 |
Theta: |
-0.38 |
Omega: |
-5.14 |
Rho: |
-0.44 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.05% |
1 Month |
|
|
-51.43% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.210 |
1M High / 1M Low: |
0.400 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.256 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.293 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
229.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |