JP Morgan Put 90 STX 17.01.2025
/ DE000JK1DQB2
JP Morgan Put 90 STX 17.01.2025/ DE000JK1DQB2 /
10/09/2024 14:19:19 |
Chg.-0.070 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-15.56% |
- Bid Size: - |
- Ask Size: - |
Seagate Technology H... |
90.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
JK1DQB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Seagate Technology Holdings PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
29/01/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.27 |
Parity: |
-1.03 |
Time value: |
0.44 |
Break-even: |
77.16 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.06 |
Spread %: |
15.79% |
Delta: |
-0.26 |
Theta: |
-0.03 |
Omega: |
-5.50 |
Rho: |
-0.10 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.380 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.00% |
1 Month |
|
|
-35.59% |
3 Months |
|
|
-43.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.390 |
1M High / 1M Low: |
0.560 |
0.290 |
6M High / 6M Low: |
1.350 |
0.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.438 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.407 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.697 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.54% |
Volatility 6M: |
|
180.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |