JP Morgan Put 64 ON 29.11.2024
/ DE000JV5QVS6
JP Morgan Put 64 ON 29.11.2024/ DE000JV5QVS6 /
| 11/13/2024 9:23:55 AM |
Chg.+0.003 |
Bid10:09:15 AM |
Ask10:09:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
+3.30% |
0.092
Bid Size: 5,000 |
0.120
Ask Size: 5,000 |
ON Semiconductor |
64.00 USD |
11/29/2024 |
Put |
Master data
| WKN: |
JV5QVS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 USD |
| Maturity: |
11/29/2024 |
| Issue date: |
11/4/2024 |
| Last trading day: |
11/28/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-50.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.42 |
| Parity: |
-0.59 |
| Time value: |
0.13 |
| Break-even: |
58.98 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
9.45 |
| Spread abs.: |
0.03 |
| Spread %: |
35.42% |
| Delta: |
-0.23 |
| Theta: |
-0.09 |
| Omega: |
-11.57 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.094 |
| High: |
0.094 |
| Low: |
0.094 |
| Previous Close: |
0.091 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.69% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.084 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| 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: |
|
- |
