JP Morgan Put 72 MET 18.10.2024
/ DE000JK1Q0N8
JP Morgan Put 72 MET 18.10.2024/ DE000JK1Q0N8 /
| 09/07/2024 08:14:51 |
Chg.-0.020 |
Bid19:12:17 |
Ask19:12:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-4.88% |
0.340
Bid Size: 100,000 |
0.350
Ask Size: 100,000 |
MetLife Inc |
72.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JK1Q0N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
30/01/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.24 |
| Time value: |
0.19 |
| Break-even: |
62.18 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-8.28 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.50% |
| 3 Months |
|
|
+11.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.490 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
