JP Morgan Put 860 DECK 15.11.2024
/ DE000JK9FQ35
JP Morgan Put 860 DECK 15.11.2024/ DE000JK9FQ35 /
| 6/10/2024 9:47:01 AM |
Chg.+0.060 |
Bid10:04:39 AM |
Ask10:04:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+13.04% |
0.520
Bid Size: 1,000 |
1.220
Ask Size: 1,000 |
Deckers Outdoor |
860.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK9FQ3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Deckers Outdoor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
860.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.35 |
| Parity: |
-1.71 |
| Time value: |
1.21 |
| Break-even: |
676.86 |
| Moneyness: |
0.82 |
| Premium: |
0.30 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.70 |
| Spread %: |
137.25% |
| Delta: |
-0.26 |
| Theta: |
-0.54 |
| Omega: |
-2.06 |
| Rho: |
-1.60 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
-51.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.440 |
| 1M High / 1M Low: |
1.180 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
