JP Morgan Put 140 ADI 20.12.2024
/ DE000JK2ZT19
JP Morgan Put 140 ADI 20.12.2024/ DE000JK2ZT19 /
6/14/2024 9:58:02 AM |
Chg.+0.013 |
Bid2:00:26 PM |
Ask2:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.063EUR |
+26.00% |
0.068 Bid Size: 3,000 |
0.110 Ask Size: 3,000 |
Analog Devices Inc |
140.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK2ZT1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
2/15/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-181.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.24 |
Parity: |
-8.76 |
Time value: |
0.12 |
Break-even: |
129.18 |
Moneyness: |
0.60 |
Premium: |
0.41 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.06 |
Spread %: |
87.50% |
Delta: |
-0.04 |
Theta: |
-0.01 |
Omega: |
-6.73 |
Rho: |
-0.05 |
Quote data
Open: |
0.063 |
High: |
0.063 |
Low: |
0.063 |
Previous Close: |
0.050 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-58.00% |
3 Months |
|
|
-78.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.064 |
0.050 |
1M High / 1M Low: |
0.150 |
0.050 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.080 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |