JP Morgan Put 180 ADI 20.12.2024
/ DE000JK0PSJ7
JP Morgan Put 180 ADI 20.12.2024/ DE000JK0PSJ7 /
| 13/06/2024 09:34:55 |
Chg.-0.040 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-12.90% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
180.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK0PSJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-72.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-5.40 |
| Time value: |
0.31 |
| Break-even: |
163.42 |
| Moneyness: |
0.75 |
| Premium: |
0.26 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.04 |
| Spread %: |
13.79% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-7.23 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.63% |
| 1 Month |
|
|
-66.25% |
| 3 Months |
|
|
-76.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.310 |
| 1M High / 1M Low: |
0.800 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
