JP Morgan Put 145 AVAV 16.08.2024
/ DE000JK72YT4
JP Morgan Put 145 AVAV 16.08.2024/ DE000JK72YT4 /
2024-06-21 11:58:25 AM |
Chg.+0.034 |
Bid9:17:57 PM |
Ask9:17:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+51.52% |
0.190 Bid Size: 5,000 |
0.490 Ask Size: 5,000 |
AeroVironment Inc |
145.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JK72YT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AeroVironment Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
145.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.09 |
Historic volatility: |
0.44 |
Parity: |
-5.47 |
Time value: |
0.80 |
Break-even: |
127.44 |
Moneyness: |
0.71 |
Premium: |
0.33 |
Premium p.a.: |
5.41 |
Spread abs.: |
0.70 |
Spread %: |
700.00% |
Delta: |
-0.15 |
Theta: |
-0.17 |
Omega: |
-3.65 |
Rho: |
-0.06 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.066 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+29.87% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.056 |
1M High / 1M Low: |
0.170 |
0.056 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.113 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
205.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |