JP Morgan Put 44 HOG 17.01.2025/  DE000JK6FP62  /

EUWAX
6/4/2024  12:21:32 PM Chg.-0.010 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.830EUR -1.19% -
Bid Size: -
-
Ask Size: -
Harley Davidson Inc 44.00 USD 1/17/2025 Put
 

Master data

WKN: JK6FP6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Harley Davidson Inc
Type: Warrant
Option type: Put
Strike price: 44.00 USD
Maturity: 1/17/2025
Issue date: 3/25/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.45
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.65
Implied volatility: 0.58
Historic volatility: 0.33
Parity: 0.65
Time value: 0.33
Break-even: 30.53
Moneyness: 1.19
Premium: 0.10
Premium p.a.: 0.16
Spread abs.: 0.28
Spread %: 38.96%
Delta: -0.54
Theta: -0.01
Omega: -1.86
Rho: -0.17
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.75%
1 Month
  -6.74%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.830
1M High / 1M Low: 0.990 0.820
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.896
Avg. volume 1W:   0.000
Avg. price 1M:   0.887
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -