JP Morgan Put 160 AVAV 20.12.2024
/ DE000JK8V494
JP Morgan Put 160 AVAV 20.12.2024/ DE000JK8V494 /
| 12/06/2024 15:23:40 |
Chg.- |
Bid10:21:23 |
Ask10:21:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
- |
0.670
Bid Size: 500 |
2.670
Ask Size: 500 |
AeroVironment Inc |
160.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK8V49 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-8.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.43 |
| Parity: |
-5.32 |
| Time value: |
2.45 |
| Break-even: |
123.46 |
| Moneyness: |
0.74 |
| Premium: |
0.39 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
1.85 |
| Spread %: |
307.69% |
| Delta: |
-0.21 |
| Theta: |
-0.10 |
| Omega: |
-1.70 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.93% |
| 1 Month |
|
|
-40.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.680 |
| 1M High / 1M Low: |
1.170 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
