JP Morgan Put 76 NDA 20.09.2024
/ DE000JK6KZ48
JP Morgan Put 76 NDA 20.09.2024/ DE000JK6KZ48 /
| 2024-07-26 4:30:48 PM |
Chg.+0.020 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+3.08% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
76.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JK6KZ4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.32 |
| Parity: |
0.47 |
| Time value: |
0.39 |
| Break-even: |
67.50 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.20 |
| Spread %: |
30.77% |
| Delta: |
-0.57 |
| Theta: |
-0.05 |
| Omega: |
-4.76 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.640 |
| High: |
0.670 |
| Low: |
0.620 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.56% |
| 1 Month |
|
|
+11.67% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.590 |
| 1M High / 1M Low: |
0.700 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
