JP Morgan Put 190 VEEV 20.09.2024
/ DE000JK1MUP5
JP Morgan Put 190 VEEV 20.09.2024/ DE000JK1MUP5 /
2024-05-15 12:30:41 PM |
Chg.- |
Bid8:53:26 AM |
Ask8:53:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
- |
0.620 Bid Size: 2,000 |
0.720 Ask Size: 2,000 |
Veeva Systems Inc |
190.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
JK1MUP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Veeva Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
190.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-25 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.32 |
Parity: |
-1.28 |
Time value: |
0.83 |
Break-even: |
167.38 |
Moneyness: |
0.93 |
Premium: |
0.11 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.09 |
Spread %: |
12.50% |
Delta: |
-0.30 |
Theta: |
-0.05 |
Omega: |
-6.89 |
Rho: |
-0.23 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.13% |
1 Month |
|
|
-27.10% |
3 Months |
|
|
-25.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.780 |
1M High / 1M Low: |
1.140 |
0.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.826 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.961 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |