JP Morgan Put 140 AVAV 16.08.2024
/ DE000JK72YQ0
JP Morgan Put 140 AVAV 16.08.2024/ DE000JK72YQ0 /
6/7/2024 4:36:47 PM |
Chg.0.000 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.082EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
AeroVironment Inc |
140.00 USD |
8/16/2024 |
Put |
Master data
WKN: |
JK72YQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AeroVironment Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
4/29/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-24.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.04 |
Historic volatility: |
0.43 |
Parity: |
-5.77 |
Time value: |
0.78 |
Break-even: |
121.81 |
Moneyness: |
0.69 |
Premium: |
0.35 |
Premium p.a.: |
3.88 |
Spread abs.: |
0.70 |
Spread %: |
828.57% |
Delta: |
-0.14 |
Theta: |
-0.14 |
Omega: |
-3.48 |
Rho: |
-0.07 |
Quote data
Open: |
0.082 |
High: |
0.082 |
Low: |
0.082 |
Previous Close: |
0.082 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.33% |
1 Month |
|
|
-65.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.095 |
0.082 |
1M High / 1M Low: |
0.240 |
0.082 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.087 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |