JP Morgan Put 195 BA 19.07.2024
/ DE000JK00VY1
JP Morgan Put 195 BA 19.07.2024/ DE000JK00VY1 /
| 04/06/2024 12:36:40 |
Chg.- |
Bid08:11:01 |
Ask08:11:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
- |
1.01
Bid Size: 7,500 |
1.02
Ask Size: 7,500 |
Boeing Co |
195.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JK00VY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.28 |
| Parity: |
0.96 |
| Time value: |
0.18 |
| Break-even: |
167.41 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
-0.70 |
| Theta: |
-0.04 |
| Omega: |
-10.48 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.72% |
| 1 Month |
|
|
-26.40% |
| 3 Months |
|
|
+27.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.31 |
| 1M High / 1M Low: |
2.09 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
