JP Morgan Put 80 TXT 20.09.2024
/ DE000JK6HD07
JP Morgan Put 80 TXT 20.09.2024/ DE000JK6HD07 /
| 2024-06-25 12:18:46 PM |
Chg.- |
Bid6:39:28 PM |
Ask6:39:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
- |
0.170
Bid Size: 125,000 |
0.180
Ask Size: 125,000 |
Textron Inc |
80.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK6HD0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Textron Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-42.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-0.56 |
| Time value: |
0.19 |
| Break-even: |
72.80 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.26 |
| Theta: |
-0.02 |
| Omega: |
-10.95 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.150 |
| 1M High / 1M Low: |
0.230 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
