JP Morgan Put 820 DECK 15.11.2024
/ DE000JK9C2X1
JP Morgan Put 820 DECK 15.11.2024/ DE000JK9C2X1 /
| 2024-06-10 9:46:58 AM |
Chg.+0.040 |
Bid4:58:30 PM |
Ask4:58:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+10.81% |
0.380
Bid Size: 7,500 |
0.680
Ask Size: 7,500 |
Deckers Outdoor |
820.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK9C2X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Deckers Outdoor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
820.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.35 |
| Parity: |
-2.08 |
| Time value: |
1.11 |
| Break-even: |
649.75 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.70 |
| Spread %: |
170.73% |
| Delta: |
-0.23 |
| Theta: |
-0.53 |
| Omega: |
-2.03 |
| Rho: |
-1.46 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.14% |
| 1 Month |
|
|
-53.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.350 |
| 1M High / 1M Low: |
0.990 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
