JP Morgan Put 730 URI 18.10.2024
/ DE000JT75372
JP Morgan Put 730 URI 18.10.2024/ DE000JT75372 /
| 2024-10-07 11:50:58 AM |
Chg.-0.003 |
Bid8:28:56 PM |
Ask8:28:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-6.98% |
0.029
Bid Size: 15,000 |
0.130
Ask Size: 15,000 |
United Rentals |
730.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JT7537 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
730.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-08-23 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.33 |
| Parity: |
-0.54 |
| Time value: |
0.22 |
| Break-even: |
643.54 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
27.12 |
| Spread abs.: |
0.18 |
| Spread %: |
531.58% |
| Delta: |
-0.28 |
| Theta: |
-1.74 |
| Omega: |
-9.27 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.043 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-92.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.029 |
| 1M High / 1M Low: |
0.550 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
