JP Morgan Put 70 WMT 02.08.2024
/ DE000JT30HA8
JP Morgan Put 70 WMT 02.08.2024/ DE000JT30HA8 /
| 7/29/2024 10:37:54 AM |
Chg.+0.008 |
Bid7:46:41 PM |
Ask7:46:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+8.70% |
0.110
Bid Size: 200,000 |
0.120
Ask Size: 200,000 |
Walmart Inc |
70.00 USD |
8/2/2024 |
Put |
Master data
| WKN: |
JT30HA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
8/2/2024 |
| Issue date: |
7/10/2024 |
| Last trading day: |
8/1/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-58.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.15 |
| Parity: |
0.02 |
| Time value: |
0.09 |
| Break-even: |
63.40 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
2.54 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
-0.52 |
| Theta: |
-0.12 |
| Omega: |
-30.40 |
| Rho: |
0.00 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.092 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.082 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| 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: |
|
- |
