JP Morgan Put 16 TME 20.09.2024
/ DE000JK9VU96
JP Morgan Put 16 TME 20.09.2024/ DE000JK9VU96 /
| 2024-06-24 1:54:42 PM |
Chg.- |
Bid8:06:23 AM |
Ask8:06:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
0.210
Bid Size: 7,500 |
0.260
Ask Size: 7,500 |
Tencent Music Entert... |
16.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK9VU9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Tencent Music Entertainment Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.39 |
| Parity: |
0.16 |
| Time value: |
0.08 |
| Break-even: |
12.49 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.05 |
| Spread %: |
23.81% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-3.25 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.240 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
