JP Morgan Put 250 ALGN 16.08.2024
/ DE000JT0YTE9
JP Morgan Put 250 ALGN 16.08.2024/ DE000JT0YTE9 /
| 2024-06-24 11:24:41 AM |
Chg.-0.010 |
Bid6:52:33 PM |
Ask6:52:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-4.76% |
0.210
Bid Size: 250,000 |
0.220
Ask Size: 250,000 |
Align Technology Inc |
250.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JT0YTE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-24 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.42 |
| Parity: |
0.07 |
| Time value: |
0.14 |
| Break-even: |
212.91 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.52 |
| Theta: |
-0.15 |
| Omega: |
-5.56 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.150 |
| 1M High / 1M Low: |
0.210 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
