JP Morgan Put 40 TCOM 20.09.2024
/ DE000JK2NRH4
JP Morgan Put 40 TCOM 20.09.2024/ DE000JK2NRH4 /
| 2024-06-25 8:57:19 AM |
Chg.-0.007 |
Bid12:55:37 PM |
Ask12:55:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
-11.29% |
0.054
Bid Size: 7,500 |
0.074
Ask Size: 7,500 |
Trip com Group Ltd |
40.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK2NRH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
-0.81 |
| Time value: |
0.08 |
| Break-even: |
36.47 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.03 |
| Spread %: |
53.57% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-8.17 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.055 |
| Previous Close: |
0.062 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
+1.85% |
| 3 Months |
|
|
-73.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.050 |
| 1M High / 1M Low: |
0.065 |
0.042 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
