JP Morgan Put 150 AVAV 20.12.2024
/ DE000JK8V445
JP Morgan Put 150 AVAV 20.12.2024/ DE000JK8V445 /
| 23/09/2024 12:15:23 |
Chg.-0.050 |
Bid17:49:06 |
Ask17:49:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-10.87% |
0.270
Bid Size: 7,500 |
0.570
Ask Size: 7,500 |
AeroVironment Inc |
150.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK8V44 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.42 |
| Parity: |
-2.94 |
| Time value: |
1.12 |
| Break-even: |
123.22 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.70 |
| Spread %: |
166.67% |
| Delta: |
-0.24 |
| Theta: |
-0.11 |
| Omega: |
-3.46 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
-30.51% |
| 3 Months |
|
|
-38.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.360 |
| 1M High / 1M Low: |
0.710 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
401.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
