JP Morgan Put 78 NDA 19.07.2024
/ DE000JK8GRK9
JP Morgan Put 78 NDA 19.07.2024/ DE000JK8GRK9 /
| 10/06/2024 12:22:39 |
Chg.+0.020 |
Bid13:24:33 |
Ask13:24:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+3.23% |
0.630
Bid Size: 2,000 |
0.730
Ask Size: 2,000 |
AURUBIS AG |
78.00 EUR |
19/07/2024 |
Put |
Master data
| WKN: |
JK8GRK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.32 |
| Parity: |
0.52 |
| Time value: |
0.34 |
| Break-even: |
69.50 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.20 |
| Spread %: |
30.77% |
| Delta: |
-0.59 |
| Theta: |
-0.06 |
| Omega: |
-5.10 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.640 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.22% |
| 1 Month |
|
|
-18.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.450 |
| 1M High / 1M Low: |
0.790 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.504 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
