JP Morgan Put 970 ASME 19.07.2024
/ DE000JT19JA7
JP Morgan Put 970 ASME 19.07.2024/ DE000JT19JA7 /
| 7/10/2024 12:44:11 PM |
Chg.+0.40 |
Bid3:58:07 PM |
Ask3:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
+18.60% |
2.29
Bid Size: 15,000 |
2.31
Ask Size: 15,000 |
ASML HOLDING EO -... |
970.00 EUR |
7/19/2024 |
Put |
Master data
| WKN: |
JT19JA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
970.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
6/12/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-26.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.30 |
| Parity: |
-1.27 |
| Time value: |
3.74 |
| Break-even: |
932.60 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
6.51 |
| Spread abs.: |
1.00 |
| Spread %: |
36.50% |
| Delta: |
-0.43 |
| Theta: |
-2.37 |
| Omega: |
-11.26 |
| Rho: |
-0.11 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.04% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
1.80 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
