JP Morgan Put 260 ALGN 16.08.2024
/ DE000JT0YTK6
JP Morgan Put 260 ALGN 16.08.2024/ DE000JT0YTK6 /
| 2024-06-24 11:24:41 AM |
Chg.0.000 |
Bid8:33:07 PM |
Ask8:33:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.280
Bid Size: 200,000 |
0.290
Ask Size: 200,000 |
Align Technology Inc |
260.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JT0YTK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 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: |
-8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.42 |
| Parity: |
0.17 |
| Time value: |
0.09 |
| Break-even: |
218.01 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.61 |
| Theta: |
-0.13 |
| Omega: |
-5.49 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.260 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
