JP Morgan Put 360 PPX 17.05.2024
/ DE000JK50PQ4
JP Morgan Put 360 PPX 17.05.2024/ DE000JK50PQ4 /
2024-05-14 10:37:14 AM |
Chg.-0.090 |
Bid3:34:49 PM |
Ask3:34:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-32.14% |
0.190 Bid Size: 100,000 |
0.200 Ask Size: 100,000 |
KERING S.A. INH. ... |
360.00 EUR |
2024-05-17 |
Put |
Master data
WKN: |
JK50PQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
KERING S.A. INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
360.00 EUR |
Maturity: |
2024-05-17 |
Issue date: |
2024-03-21 |
Last trading day: |
2024-05-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.28 |
Implied volatility: |
1.35 |
Historic volatility: |
0.28 |
Parity: |
0.28 |
Time value: |
0.07 |
Break-even: |
326.00 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
9.54 |
Spread abs.: |
0.08 |
Spread %: |
30.77% |
Delta: |
-0.72 |
Theta: |
-2.25 |
Omega: |
-7.05 |
Rho: |
-0.02 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.63% |
1 Month |
|
|
-5.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.240 |
1M High / 1M Low: |
0.440 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.315 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
385.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |