JP Morgan Put 9 F 20.12.2024
/ DE000JT5MZW2
JP Morgan Put 9 F 20.12.2024/ DE000JT5MZW2 /
9/9/2024 12:38:14 PM |
Chg.- |
Bid11:04:44 AM |
Ask11:04:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
- |
0.210 Bid Size: 3,000 |
0.250 Ask Size: 3,000 |
Ford Motor Company |
9.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JT5MZW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Ford Motor Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
9.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
7/29/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-42.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.34 |
Parity: |
-1.50 |
Time value: |
0.23 |
Break-even: |
7.93 |
Moneyness: |
0.84 |
Premium: |
0.18 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.04 |
Spread %: |
19.05% |
Delta: |
-0.18 |
Theta: |
0.00 |
Omega: |
-7.57 |
Rho: |
-0.01 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+43.75% |
1 Month |
|
|
-42.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.160 |
1M High / 1M Low: |
0.420 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.227 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
213.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |