JP Morgan Put 70 GIS 20.12.2024
/ DE000JK6MBG3
JP Morgan Put 70 GIS 20.12.2024/ DE000JK6MBG3 /
| 11/7/2024 10:59:54 AM |
Chg.+0.140 |
Bid6:13:10 PM |
Ask6:13:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+51.85% |
0.430
Bid Size: 125,000 |
0.440
Ask Size: 125,000 |
General Mills Inc |
70.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK6MBG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Mills Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
0.05 |
| Break-even: |
61.03 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-10.94 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.38% |
| 1 Month |
|
|
+215.38% |
| 3 Months |
|
|
-6.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.300 |
0.130 |
| 6M High / 6M Low: |
0.770 |
0.099 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.285 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.376 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.60% |
| Volatility 6M: |
|
180.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
