JP Morgan Put 165 AVAV 16.08.2024
/ DE000JK72YY4
JP Morgan Put 165 AVAV 16.08.2024/ DE000JK72YY4 /
| 2024-06-12 3:23:09 PM |
Chg.-0.040 |
Bid6:06:41 PM |
Ask6:06:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-15.38% |
0.210
Bid Size: 3,000 |
0.510
Ask Size: 3,000 |
AeroVironment Inc |
165.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK72YY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.43 |
| Parity: |
-4.32 |
| Time value: |
0.97 |
| Break-even: |
143.93 |
| Moneyness: |
0.78 |
| Premium: |
0.27 |
| Premium p.a.: |
2.80 |
| Spread abs.: |
0.70 |
| Spread %: |
259.26% |
| Delta: |
-0.19 |
| Theta: |
-0.15 |
| Omega: |
-3.95 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.260 |
| 1M High / 1M Low: |
0.680 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
