JP Morgan Put 45 NTR 20.09.2024
/ DE000JK0N605
JP Morgan Put 45 NTR 20.09.2024/ DE000JK0N605 /
| 07/06/2024 15:58:37 |
Chg.+0.001 |
Bid17:43:11 |
Ask17:43:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
+2.38% |
0.041
Bid Size: 100,000 |
0.051
Ask Size: 100,000 |
Nutrien Ltd |
45.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK0N60 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-74.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
-1.00 |
| Time value: |
0.07 |
| Break-even: |
40.63 |
| Moneyness: |
0.81 |
| Premium: |
0.21 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.03 |
| Spread %: |
76.92% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-8.81 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.039 |
| High: |
0.043 |
| Low: |
0.039 |
| Previous Close: |
0.042 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.22% |
| 1 Month |
|
|
-49.41% |
| 3 Months |
|
|
-74.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.027 |
| 1M High / 1M Low: |
0.085 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
