JP Morgan Put 780 KLAC 20.09.2024
/ DE000JT3CWG8
JP Morgan Put 780 KLAC 20.09.2024/ DE000JT3CWG8 /
| 31/07/2024 14:01:22 |
Chg.-0.020 |
Bid15:16:33 |
Ask15:16:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-4.88% |
0.360
Bid Size: 5,000 |
0.380
Ask Size: 5,000 |
KLA Corporation |
780.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JT3CWG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
780.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
20/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
0.20 |
| Time value: |
0.34 |
| Break-even: |
667.18 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
5.88% |
| Delta: |
-0.52 |
| Theta: |
-0.40 |
| Omega: |
-6.80 |
| Rho: |
-0.59 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.370 |
| 1M High / 1M Low: |
0.520 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.312 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
406.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
