JP Morgan Put 720 KLAC 17.01.2025
/ DE000JT2Q340
JP Morgan Put 720 KLAC 17.01.2025/ DE000JT2Q340 /
| 18/10/2024 08:49:08 |
Chg.+0.100 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+14.71% |
-
Bid Size: - |
-
Ask Size: - |
KLA Corporation |
720.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JT2Q34 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
720.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
25/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.39 |
| Parity: |
0.38 |
| Time value: |
0.32 |
| Break-even: |
592.57 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
-0.56 |
| Theta: |
-0.24 |
| Omega: |
-5.01 |
| Rho: |
-1.04 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+136.36% |
| 1 Month |
|
|
+52.94% |
| 3 Months |
|
|
+56.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.260 |
| 1M High / 1M Low: |
0.780 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
520.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
