JP Morgan Put 510 RHM 20.12.2024
/ DE000JK39PF0
JP Morgan Put 510 RHM 20.12.2024/ DE000JK39PF0 /
2024-06-14 8:01:59 PM |
Chg.+1.49 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.35EUR |
+30.66% |
- Bid Size: - |
- Ask Size: - |
RHEINMETALL AG |
510.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
JK39PF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
RHEINMETALL AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
510.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-25 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.26 |
Intrinsic value: |
3.08 |
Implied volatility: |
0.38 |
Historic volatility: |
0.29 |
Parity: |
3.08 |
Time value: |
3.35 |
Break-even: |
445.70 |
Moneyness: |
1.06 |
Premium: |
0.07 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.20 |
Spread %: |
3.21% |
Delta: |
-0.51 |
Theta: |
-0.11 |
Omega: |
-3.80 |
Rho: |
-1.59 |
Quote data
Open: |
6.22 |
High: |
6.35 |
Low: |
6.22 |
Previous Close: |
4.86 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+64.08% |
1 Month |
|
|
+31.74% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.35 |
3.94 |
1M High / 1M Low: |
6.35 |
3.82 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |