JP Morgan Put 220 WM 18.10.2024
/ DE000JK59GG5
JP Morgan Put 220 WM 18.10.2024/ DE000JK59GG5 /
2024-06-07 12:54:04 PM |
Chg.+0.02 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.67EUR |
+1.21% |
- Bid Size: - |
- Ask Size: - |
Waste Management |
220.00 USD |
2024-10-18 |
Put |
Master data
WKN: |
JK59GG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waste Management |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-04-02 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.80 |
Intrinsic value: |
1.80 |
Implied volatility: |
0.22 |
Historic volatility: |
0.14 |
Parity: |
1.80 |
Time value: |
0.15 |
Break-even: |
184.17 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.10 |
Spread %: |
5.41% |
Delta: |
-0.71 |
Theta: |
-0.02 |
Omega: |
-6.72 |
Rho: |
-0.54 |
Quote data
Open: |
1.67 |
High: |
1.67 |
Low: |
1.67 |
Previous Close: |
1.65 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.33% |
1 Month |
|
|
+33.60% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.77 |
1.29 |
1M High / 1M Low: |
1.77 |
1.11 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |