JP Morgan Put 85 OKTA 18.10.2024
/ DE000JT7RGL0
JP Morgan Put 85 OKTA 18.10.2024/ DE000JT7RGL0 /
30/08/2024 10:31:36 |
Chg.+0.280 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+90.32% |
0.660 Bid Size: 5,000 |
0.690 Ask Size: 5,000 |
Okta Inc |
85.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JT7RGL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Okta Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
85.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
22/08/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.27 |
Historic volatility: |
0.42 |
Parity: |
0.57 |
Time value: |
0.06 |
Break-even: |
70.70 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
4.55% |
Delta: |
-0.76 |
Theta: |
-0.02 |
Omega: |
-8.65 |
Rho: |
-0.08 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+136.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.220 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.318 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |