JP Morgan Put 95 STX 20.12.2024
/ DE000JK9BBV9
JP Morgan Put 95 STX 20.12.2024/ DE000JK9BBV9 /
| 7/9/2024 8:33:12 AM |
Chg.-0.050 |
Bid7:27:05 PM |
Ask7:27:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-8.93% |
0.500
Bid Size: 50,000 |
0.520
Ask Size: 50,000 |
Seagate Technology H... |
95.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK9BBV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Seagate Technology Holdings PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
-0.78 |
| Time value: |
0.58 |
| Break-even: |
81.91 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.06 |
| Spread %: |
11.54% |
| Delta: |
-0.30 |
| Theta: |
-0.02 |
| Omega: |
-5.01 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-37.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.540 |
| 1M High / 1M Low: |
0.830 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
