JP Morgan Put 45 MO 21.06.2024
/ DE000JK5MMS7
JP Morgan Put 45 MO 21.06.2024/ DE000JK5MMS7 /
| 2024-05-28 10:51:11 AM |
Chg.+0.001 |
Bid7:12:54 PM |
Ask7:12:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
+1.27% |
0.086
Bid Size: 250,000 |
0.096
Ask Size: 250,000 |
Altria Group Inc |
45.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JK5MMS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.05 |
| Time value: |
0.09 |
| Break-even: |
40.53 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
25.64% |
| Delta: |
-0.41 |
| Theta: |
-0.02 |
| Omega: |
-19.06 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.079 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.045 |
| 1M High / 1M Low: |
0.240 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
