JP Morgan Put 40 CMCSA 15.11.2024
/ DE000JK267L0
JP Morgan Put 40 CMCSA 15.11.2024/ DE000JK267L0 /
| 2024-05-16 8:53:57 AM |
Chg.+0.020 |
Bid1:27:45 PM |
Ask1:27:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+8.00% |
0.260
Bid Size: 50,000 |
0.270
Ask Size: 50,000 |
Comcast Corporation |
40.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK267L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.07 |
| Time value: |
0.21 |
| Break-even: |
33.94 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-5.93 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
-12.90% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.250 |
| 1M High / 1M Low: |
0.370 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
