OverviewChartNewsTraderScreen

JP Morgan Put 165 AVAV 19.07.2024/  DE000JK8V3L2  /

EUWAX
5/17/2024  12:59:19 PM Chg.-0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.400EUR -2.44% -
Bid Size: -		 -
Ask Size: -		 AeroVironment Inc 165.00 USD 7/19/2024 Put
 

Master data

WKN: JK8V3L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AeroVironment Inc
Type: Warrant
Option type: Put
Strike price: 165.00 USD
Maturity: 7/19/2024
Issue date: 4/29/2024
Last trading day: 7/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.27
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.45
Parity: -2.65
Time value: 0.88
Break-even: 143.01
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 1.90
Spread abs.: 0.50
Spread %: 131.58%
Delta: -0.24
Theta: -0.13
Omega: -4.85
Rho: -0.09
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.53%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.390
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -