JP Morgan Put 235 AXP 21.06.2024
/ DE000JK4VDK7
JP Morgan Put 235 AXP 21.06.2024/ DE000JK4VDK7 /
| 6/11/2024 12:27:44 PM |
Chg.- |
Bid8:05:09 AM |
Ask8:05:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
American Express Com... |
235.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
JK4VDK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.24 |
| Time value: |
0.24 |
| Break-even: |
213.59 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.08 |
| Spread %: |
21.43% |
| Delta: |
-0.59 |
| Theta: |
-0.16 |
| Omega: |
-26.79 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.08% |
| 1 Month |
|
|
+40.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.260 |
| 1M High / 1M Low: |
0.480 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
515.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
