JP Morgan Put 80 MDT 20.12.2024
/ DE000JT221V7
JP Morgan Put 80 MDT 20.12.2024/ DE000JT221V7 /
2024-08-14 8:40:47 AM |
Chg.-0.050 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-13.16% |
- Bid Size: - |
- Ask Size: - |
Medtronic PLC |
80.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
JT221V |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-25 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
-0.21 |
Time value: |
0.34 |
Break-even: |
69.35 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
-0.37 |
Theta: |
-0.01 |
Omega: |
-8.14 |
Rho: |
-0.11 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.26% |
1 Month |
|
|
-28.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.370 |
1M High / 1M Low: |
0.510 |
0.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.425 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |