JP Morgan Put 13 F 20.09.2024
/ DE000JK4KX00
JP Morgan Put 13 F 20.09.2024/ DE000JK4KX00 /
| 2024-05-28 10:15:31 AM |
Chg.0.00 |
Bid7:27:01 PM |
Ask7:27:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
0.00% |
1.41
Bid Size: 75,000 |
1.43
Ask Size: 75,000 |
Ford Motor Company |
13.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK4KX0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
0.77 |
| Time value: |
0.48 |
| Break-even: |
10.72 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
6.84% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-5.12 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.85% |
| 1 Month |
|
|
+20.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.18 |
| 1M High / 1M Low: |
1.32 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
