JP Morgan Put 940 ASME 16.08.2024
/ DE000JT2VL87
JP Morgan Put 940 ASME 16.08.2024/ DE000JT2VL87 /
| 7/26/2024 12:47:29 PM |
Chg.-1.91 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.94EUR |
-13.79% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
940.00 - |
8/16/2024 |
Put |
Master data
| WKN: |
JT2VL8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
940.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
6/11/2024 |
| Last trading day: |
7/26/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.95 |
| Intrinsic value: |
11.95 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
11.95 |
| Time value: |
0.07 |
| Break-even: |
819.80 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
0.25% |
| Delta: |
-0.92 |
| Theta: |
-0.19 |
| Omega: |
-6.29 |
| Rho: |
-0.48 |
Quote data
| Open: |
11.94 |
| High: |
11.94 |
| Low: |
11.94 |
| Previous Close: |
13.85 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.21% |
| 1 Month |
|
|
+167.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.85 |
8.58 |
| 1M High / 1M Low: |
13.85 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
489.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
