JP Morgan Put 205 ADI 20.09.2024
/ DE000JK7ARW9
JP Morgan Put 205 ADI 20.09.2024/ DE000JK7ARW9 /
| 07/06/2024 12:06:09 |
Chg.-0.030 |
Bid16:48:01 |
Ask16:48:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
0.380
Bid Size: 50,000 |
0.390
Ask Size: 50,000 |
Analog Devices Inc |
205.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK7ARW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
205.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-54.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-2.98 |
| Time value: |
0.40 |
| Break-even: |
184.21 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
-0.17 |
| Theta: |
-0.04 |
| Omega: |
-9.33 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.93% |
| 1 Month |
|
|
-76.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.400 |
| 1M High / 1M Low: |
1.560 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
