JP Morgan Put 78 HEN3 20.12.2024
/ DE000JK71CV8
JP Morgan Put 78 HEN3 20.12.2024/ DE000JK71CV8 /
| 11/6/2024 4:44:52 PM |
Chg.+0.020 |
Bid11/6/2024 |
Ask11/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+11.11% |
0.200
Bid Size: 50,000 |
0.210
Ask Size: 50,000 |
HENKEL AG+CO.KGAA VZ... |
78.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
JK71CV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-42.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-0.24 |
| Time value: |
0.19 |
| Break-even: |
76.10 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.04 |
| Spread %: |
26.67% |
| Delta: |
-0.34 |
| Theta: |
-0.03 |
| Omega: |
-14.54 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.180 |
| High: |
0.200 |
| Low: |
0.180 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
+17.65% |
| 3 Months |
|
|
-45.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.120 |
| 1M High / 1M Low: |
0.190 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
