JP Morgan Put 105 NKE 18.10.2024
/ DE000JK1Q0P3
JP Morgan Put 105 NKE 18.10.2024/ DE000JK1Q0P3 /
| 2024-05-30 8:16:18 AM |
Chg.+0.03 |
Bid12:35:34 PM |
Ask12:35:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+2.21% |
1.37
Bid Size: 20,000 |
1.38
Ask Size: 20,000 |
Nike Inc |
105.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK1Q0P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Nike Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.23 |
| Time value: |
0.15 |
| Break-even: |
83.41 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.73% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-4.30 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.51% |
| 1 Month |
|
|
+12.10% |
| 3 Months |
|
|
+65.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.30 |
| 1M High / 1M Low: |
1.41 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
