JP Morgan Put 95 MCHP 15.11.2024
/ DE000JK736S9
JP Morgan Put 95 MCHP 15.11.2024/ DE000JK736S9 /
2024-06-06 8:39:37 AM |
Chg.0.000 |
Bid8:48:49 AM |
Ask8:48:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
0.00% |
0.740 Bid Size: 10,000 |
0.750 Ask Size: 10,000 |
Microchip Technology... |
95.00 USD |
2024-11-15 |
Put |
Master data
WKN: |
JK736S |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Microchip Technology Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-04-30 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.33 |
Historic volatility: |
0.29 |
Parity: |
0.09 |
Time value: |
0.63 |
Break-even: |
80.04 |
Moneyness: |
1.01 |
Premium: |
0.07 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
1.28% |
Delta: |
-0.45 |
Theta: |
-0.02 |
Omega: |
-5.30 |
Rho: |
-0.20 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.760 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.33% |
1 Month |
|
|
-25.49% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.640 |
1M High / 1M Low: |
1.060 |
0.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.714 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.776 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |