JP Morgan Put 180 AVAV 20.12.2024
/ DE000JK9HE11
JP Morgan Put 180 AVAV 20.12.2024/ DE000JK9HE11 /
20/09/2024 09:39:55 |
Chg.-0.13 |
Bid17:36:40 |
Ask17:36:40 |
Underlying |
Strike price |
Expiration date |
Option type |
1.41EUR |
-8.44% |
1.37 Bid Size: 10,000 |
1.57 Ask Size: 10,000 |
AeroVironment Inc |
180.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JK9HE1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AeroVironment Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
08/05/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.56 |
Historic volatility: |
0.42 |
Parity: |
0.03 |
Time value: |
1.70 |
Break-even: |
144.00 |
Moneyness: |
1.00 |
Premium: |
0.11 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.45 |
Spread %: |
34.97% |
Delta: |
-0.43 |
Theta: |
-0.09 |
Omega: |
-4.05 |
Rho: |
-0.22 |
Quote data
Open: |
1.41 |
High: |
1.41 |
Low: |
1.41 |
Previous Close: |
1.54 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.90% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+24.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.74 |
1.06 |
1M High / 1M Low: |
1.81 |
0.87 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
336.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |