JP Morgan Put 7.5 XPEV 18.10.2024
/ DE000JK27GX7
JP Morgan Put 7.5 XPEV 18.10.2024/ DE000JK27GX7 /
| 6/17/2024 10:35:54 AM |
Chg.+0.03 |
Bid11:14:58 AM |
Ask11:14:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+2.13% |
1.42
Bid Size: 2,000 |
1.48
Ask Size: 2,000 |
XPeng Inc |
7.50 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK27GX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
XPeng Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.50 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.71 |
| Parity: |
0.29 |
| Time value: |
1.14 |
| Break-even: |
5.58 |
| Moneyness: |
1.04 |
| Premium: |
0.17 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.03 |
| Spread %: |
2.00% |
| Delta: |
-0.43 |
| Theta: |
0.00 |
| Omega: |
-2.01 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.14% |
| 1 Month |
|
|
+2.86% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.16 |
| 1M High / 1M Low: |
1.44 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
