JP Morgan Put 200 AVAV 20.12.2024
/ DE000JT1HHA5
JP Morgan Put 200 AVAV 20.12.2024/ DE000JT1HHA5 /
2024-09-20 11:12:57 AM |
Chg.-0.07 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.46EUR |
-2.77% |
- Bid Size: - |
- Ask Size: - |
AeroVironment Inc |
200.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-05-23 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.22 |
Intrinsic value: |
1.54 |
Implied volatility: |
0.60 |
Historic volatility: |
0.42 |
Parity: |
1.54 |
Time value: |
1.26 |
Break-even: |
151.16 |
Moneyness: |
1.09 |
Premium: |
0.08 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.50 |
Spread %: |
21.74% |
Delta: |
-0.55 |
Theta: |
-0.10 |
Omega: |
-3.21 |
Rho: |
-0.29 |
Quote data
Open: |
2.46 |
High: |
2.46 |
Low: |
2.46 |
Previous Close: |
2.53 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.31% |
1 Month |
|
|
-0.40% |
3 Months |
|
|
-11.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.90 |
1.89 |
1M High / 1M Low: |
2.90 |
1.63 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |