JP Morgan Put 80 MDT 15.11.2024
/ DE000JK4K7S5
JP Morgan Put 80 MDT 15.11.2024/ DE000JK4K7S5 /
7/5/2024 8:41:30 AM |
Chg.-0.020 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-4.26% |
- Bid Size: - |
- Ask Size: - |
Medtronic PLC |
80.00 USD |
11/15/2024 |
Put |
Master data
WKN: |
JK4K7S |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.20 |
Historic volatility: |
0.17 |
Parity: |
0.22 |
Time value: |
0.19 |
Break-even: |
69.65 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
2.27% |
Delta: |
-0.53 |
Theta: |
-0.01 |
Omega: |
-9.18 |
Rho: |
-0.15 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.42% |
1 Month |
|
|
+55.17% |
3 Months |
|
|
+36.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.380 |
1M High / 1M Low: |
0.490 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.450 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.366 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |