JP Morgan Put 74 MET 20.09.2024
/ DE000JK5GKY1
JP Morgan Put 74 MET 20.09.2024/ DE000JK5GKY1 /
15/08/2024 11:27:49 |
Chg.-0.060 |
Bid16:57:10 |
Ask16:57:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-17.14% |
0.230 Bid Size: 100,000 |
0.240 Ask Size: 100,000 |
MetLife Inc |
74.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
JK5GKY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MetLife Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
74.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
22/03/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
0.26 |
Time value: |
0.03 |
Break-even: |
64.30 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
6.67% |
Delta: |
-0.73 |
Theta: |
-0.01 |
Omega: |
-16.18 |
Rho: |
-0.05 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.350 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.30% |
1 Month |
|
|
+26.09% |
3 Months |
|
|
-17.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.350 |
1M High / 1M Low: |
0.630 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.273 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,031.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |