JP Morgan Put 700 URI 20.09.2024
/ DE000JT0V0Y0
JP Morgan Put 700 URI 20.09.2024/ DE000JT0V0Y0 /
| 13/09/2024 11:14:32 |
Chg.-0.035 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
-26.92% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
700.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JT0V0Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
23/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.33 |
| Parity: |
-0.27 |
| Time value: |
0.24 |
| Break-even: |
607.99 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
89.34 |
| Spread abs.: |
0.20 |
| Spread %: |
458.14% |
| Delta: |
-0.36 |
| Theta: |
-2.83 |
| Omega: |
-9.77 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.095 |
| High: |
0.095 |
| Low: |
0.095 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.42% |
| 1 Month |
|
|
-63.46% |
| 3 Months |
|
|
-89.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.095 |
| 1M High / 1M Low: |
0.280 |
0.075 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.177 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
759.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
