JP Morgan Put 45 NTR 20.12.2024
/ DE000JK87152
JP Morgan Put 45 NTR 20.12.2024/ DE000JK87152 /
| 5/17/2024 12:56:45 PM |
Chg.- |
Bid8:32:04 AM |
Ask8:32:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.098EUR |
- |
0.088
Bid Size: 5,000 |
0.130
Ask Size: 5,000 |
Nutrien Ltd |
45.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK8715 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-1.17 |
| Time value: |
0.13 |
| Break-even: |
40.09 |
| Moneyness: |
0.78 |
| Premium: |
0.25 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.04 |
| Spread %: |
46.07% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-5.80 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.098 |
| High: |
0.098 |
| Low: |
0.098 |
| Previous Close: |
0.098 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.094 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
