JP Morgan Put 250 ADP 15.11.2024
/ DE000JK4GFL1
JP Morgan Put 250 ADP 15.11.2024/ DE000JK4GFL1 /
| 06/06/2024 16:31:02 |
Chg.- |
Bid09:30:48 |
Ask09:30:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
250.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK4GFL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
22/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.39 |
| Time value: |
1.16 |
| Break-even: |
214.46 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
-0.47 |
| Theta: |
-0.04 |
| Omega: |
-6.84 |
| Rho: |
-0.54 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.59 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.32% |
| 1 Month |
|
|
-17.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.59 |
| 1M High / 1M Low: |
1.98 |
1.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
