JP Morgan Put 72.5 BK 20.12.2024
/ DE000JV11K17
JP Morgan Put 72.5 BK 20.12.2024/ DE000JV11K17 /
| 10/4/2024 10:00:37 AM |
Chg.-0.020 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-5.26% |
-
Bid Size: - |
-
Ask Size: - |
Bank of New York Mel... |
72.50 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JV11K1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of New York Mellon Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.50 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/25/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.05 |
| Time value: |
0.25 |
| Break-even: |
63.05 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-10.43 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.320 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| 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: |
|
- |
