JP Morgan Put 74 MET 20.09.2024
/ DE000JK5GKY1
JP Morgan Put 74 MET 20.09.2024/ DE000JK5GKY1 /
| 21/06/2024 10:58:24 |
Chg.- |
Bid08:44:52 |
Ask08:44:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
- |
0.400
Bid Size: 7,500 |
0.430
Ask Size: 7,500 |
MetLife Inc |
74.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK5GKY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
22/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.26 |
| Time value: |
0.15 |
| Break-even: |
65.19 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-9.65 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.52% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.440 |
| 1M High / 1M Low: |
0.610 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
