JP Morgan Put 230 SND 19.07.2024
/ DE000JK8TC69
JP Morgan Put 230 SND 19.07.2024/ DE000JK8TC69 /
| 2024-06-14 8:33:39 AM |
Chg.+0.070 |
Bid11:37:15 AM |
Ask11:37:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+11.86% |
1.070
Bid Size: 50,000 |
1.080
Ask Size: 50,000 |
SCHNEIDER ELEC. INH.... |
230.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
JK8TC6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
0.04 |
| Time value: |
0.95 |
| Break-even: |
220.20 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.30 |
| Spread %: |
44.12% |
| Delta: |
-0.47 |
| Theta: |
-0.13 |
| Omega: |
-11.04 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
-9.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.590 |
| 1M High / 1M Low: |
0.930 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
