JP Morgan Put 195 AIL 17.05.2024
/ DE000JK5BJT4
JP Morgan Put 195 AIL 17.05.2024/ DE000JK5BJT4 /
| 2024-05-07 8:58:40 AM |
Chg.- |
Bid10:38:46 AM |
Ask10:38:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
- |
0.91
Bid Size: 15,000 |
0.93
Ask Size: 15,000 |
AIR LIQUIDE INH. EO ... |
195.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
JK5BJT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AIR LIQUIDE INH. EO 5,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.17 |
| Parity: |
1.10 |
| Time value: |
0.47 |
| Break-even: |
179.30 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.50 |
| Spread %: |
46.73% |
| Delta: |
-0.66 |
| Theta: |
-0.45 |
| Omega: |
-7.69 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.63% |
| 1 Month |
|
|
+40.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.08 |
| 1M High / 1M Low: |
1.35 |
0.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
