JP Morgan Put 155 FI 20.09.2024
/ DE000JK5PRC3
JP Morgan Put 155 FI 20.09.2024/ DE000JK5PRC3 /
| 2024-06-24 12:47:19 PM |
Chg.- |
Bid10:13:49 AM |
Ask10:13:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
- |
0.720
Bid Size: 3,000 |
0.780
Ask Size: 3,000 |
Fiserv |
155.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK5PRC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.44 |
| Time value: |
0.35 |
| Break-even: |
136.53 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
8.22% |
| Delta: |
-0.56 |
| Theta: |
-0.03 |
| Omega: |
-9.92 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.80% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+16.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.760 |
| 1M High / 1M Low: |
0.990 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
