JP Morgan Put 220 ADP 15.11.2024
/ DE000JK5YJP4
JP Morgan Put 220 ADP 15.11.2024/ DE000JK5YJP4 /
6/6/2024 8:59:19 AM |
Chg.+0.010 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+1.64% |
- Bid Size: - |
- Ask Size: - |
Automatic Data Proce... |
220.00 USD |
11/15/2024 |
Put |
Master data
WKN: |
JK5YJP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-37.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-2.37 |
Time value: |
0.60 |
Break-even: |
196.34 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
4.84% |
Delta: |
-0.22 |
Theta: |
-0.03 |
Omega: |
-8.37 |
Rho: |
-0.25 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.48% |
1 Month |
|
|
-24.39% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.610 |
1M High / 1M Low: |
0.820 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.641 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |