JP Morgan Put 170 ADI 20.12.2024
/ DE000JK0PSH1
JP Morgan Put 170 ADI 20.12.2024/ DE000JK0PSH1 /
| 6/13/2024 9:34:55 AM |
Chg.-0.030 |
Bid4:43:31 PM |
Ask4:43:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-14.29% |
0.230
Bid Size: 25,000 |
0.250
Ask Size: 25,000 |
Analog Devices Inc |
170.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK0PSH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/17/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-95.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-6.33 |
| Time value: |
0.23 |
| Break-even: |
154.92 |
| Moneyness: |
0.71 |
| Premium: |
0.30 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.04 |
| Spread %: |
21.05% |
| Delta: |
-0.08 |
| Theta: |
-0.02 |
| Omega: |
-7.23 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-67.86% |
| 3 Months |
|
|
-79.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.210 |
| 1M High / 1M Low: |
0.560 |
0.200 |
| 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: |
|
0.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
