JP Morgan Put 7.5 XPEV 18.10.2024
/ DE000JK27GX7
JP Morgan Put 7.5 XPEV 18.10.2024/ DE000JK27GX7 /
| 08/07/2024 10:29:12 |
Chg.+0.05 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+4.50% |
-
Bid Size: - |
-
Ask Size: - |
XPeng Inc |
7.50 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JK27GX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
XPeng Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.50 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.69 |
| Parity: |
-0.39 |
| Time value: |
1.11 |
| Break-even: |
5.82 |
| Moneyness: |
0.95 |
| Premium: |
0.20 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-2.34 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
+1.75% |
| 3 Months |
|
|
-36.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
0.97 |
| 1M High / 1M Low: |
1.44 |
0.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
7,480 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
1,968.42 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
