JP Morgan Put 160 AVAV 20.12.2024
/ DE000JK8V494
JP Morgan Put 160 AVAV 20.12.2024/ DE000JK8V494 /
6/12/2024 3:23:40 PM |
Chg.-0.080 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-10.53% |
- Bid Size: - |
- Ask Size: - |
AeroVironment Inc |
160.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/29/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.01 |
Historic volatility: |
0.43 |
Parity: |
-4.78 |
Time value: |
2.75 |
Break-even: |
121.48 |
Moneyness: |
0.76 |
Premium: |
0.38 |
Premium p.a.: |
0.86 |
Spread abs.: |
2.00 |
Spread %: |
266.67% |
Delta: |
-0.22 |
Theta: |
-0.10 |
Omega: |
-1.57 |
Rho: |
-0.37 |
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: |
|
- |