JP Morgan Put 170 AVAV 20.09.2024
/ DE000JK9Q906
JP Morgan Put 170 AVAV 20.09.2024/ DE000JK9Q906 /
| 2024-06-12 3:23:55 PM |
Chg.-0.080 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-13.33% |
-
Bid Size: - |
-
Ask Size: - |
AeroVironment Inc |
170.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK9Q90 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.43 |
| Parity: |
-3.85 |
| Time value: |
1.30 |
| Break-even: |
145.29 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.70 |
| Spread %: |
116.67% |
| Delta: |
-0.22 |
| Theta: |
-0.12 |
| Omega: |
-3.39 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.77% |
| 1 Month |
|
|
-52.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.600 |
| 1M High / 1M Low: |
1.080 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.837 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
