JP Morgan Put 300 ALGN 20.09.2024
/ DE000JK25FU9
JP Morgan Put 300 ALGN 20.09.2024/ DE000JK25FU9 /
| 2024-06-19 9:01:13 AM |
Chg.- |
Bid2:56:56 PM |
Ask2:56:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
0.570
Bid Size: 15,000 |
0.580
Ask Size: 15,000 |
Align Technology Inc |
300.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK25FU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.42 |
| Parity: |
0.54 |
| Time value: |
0.05 |
| Break-even: |
220.15 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
-0.75 |
| Theta: |
-0.08 |
| Omega: |
-2.86 |
| Rho: |
-0.57 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.37% |
| 1 Month |
|
|
+55.56% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.360 |
| 1M High / 1M Low: |
0.560 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
