JP Morgan Put 84 HEN3 16.08.2024
/ DE000JT0Q7V8
JP Morgan Put 84 HEN3 16.08.2024/ DE000JT0Q7V8 /
2024-06-28 10:14:55 AM |
Chg.+0.030 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+13.04% |
- Bid Size: - |
- Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
84.00 EUR |
2024-08-16 |
Put |
Master data
WKN: |
JT0Q7V |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
HENKEL AG+CO.KGAA VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
84.00 EUR |
Maturity: |
2024-08-16 |
Issue date: |
2024-05-22 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-28.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
0.08 |
Time value: |
0.21 |
Break-even: |
81.10 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
7.41% |
Delta: |
-0.51 |
Theta: |
-0.02 |
Omega: |
-14.52 |
Rho: |
-0.06 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.73% |
1 Month |
|
|
-18.75% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.230 |
1M High / 1M Low: |
0.370 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.268 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.265 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |