JP Morgan Put 90 TXT 15.11.2024
/ DE000JK7SVH4
JP Morgan Put 90 TXT 15.11.2024/ DE000JK7SVH4 /
| 18/10/2024 12:33:52 |
Chg.-0.120 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-27.27% |
-
Bid Size: - |
-
Ask Size: - |
Textron Inc |
90.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK7SVH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Textron Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
0.00 |
| Time value: |
0.33 |
| Break-even: |
79.51 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
-0.47 |
| Theta: |
-0.06 |
| Omega: |
-11.76 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.62% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-17.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.320 |
| 1M High / 1M Low: |
0.610 |
0.320 |
| 6M High / 6M Low: |
0.890 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.484 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.574 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.22% |
| Volatility 6M: |
|
204.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
