JP Morgan Put 360 EG 19.07.2024
/ DE000JK9NS41
JP Morgan Put 360 EG 19.07.2024/ DE000JK9NS41 /
| 2024-06-07 4:38:22 PM |
Chg.-0.150 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-18.29% |
-
Bid Size: - |
-
Ask Size: - |
Everest Group Ltd |
360.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK9NS4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.21 |
| Parity: |
-2.11 |
| Time value: |
1.73 |
| Break-even: |
315.99 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
1.00 |
| Spread %: |
136.99% |
| Delta: |
-0.33 |
| Theta: |
-0.30 |
| Omega: |
-6.83 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.670 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.22% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.640 |
| 1M High / 1M Low: |
1.340 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.888 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
