JP Morgan Put 78 NDA 20.09.2024
/ DE000JK6E700
JP Morgan Put 78 NDA 20.09.2024/ DE000JK6E700 /
7/12/2024 6:14:45 PM |
Chg.0.000 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
78.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
JK6E70 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
78.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
4/15/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.32 |
Parity: |
-0.10 |
Time value: |
0.62 |
Break-even: |
71.80 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.20 |
Spread %: |
47.62% |
Delta: |
-0.42 |
Theta: |
-0.05 |
Omega: |
-5.38 |
Rho: |
-0.07 |
Quote data
Open: |
0.400 |
High: |
0.410 |
Low: |
0.390 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.87% |
1 Month |
|
|
-54.44% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.390 |
1M High / 1M Low: |
0.930 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.623 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |