JP Morgan Put 200 AVAV 20.12.2024
/ DE000JT1HHA5
JP Morgan Put 200 AVAV 20.12.2024/ DE000JT1HHA5 /
| 6/21/2024 1:50:24 PM |
Chg.+0.55 |
Bid1:55:42 PM |
Ask1:55:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
+31.07% |
2.26
Bid Size: 500 |
3.26
Ask Size: 500 |
AeroVironment Inc |
200.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JT1HHA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/23/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.44 |
| Parity: |
-0.34 |
| Time value: |
3.39 |
| Break-even: |
152.91 |
| Moneyness: |
0.98 |
| Premium: |
0.20 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
1.00 |
| Spread %: |
41.84% |
| Delta: |
-0.37 |
| Theta: |
-0.09 |
| Omega: |
-2.09 |
| Rho: |
-0.52 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
1.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.85% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.77 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
