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JP Morgan Put 150 TGT 07.06.2024/  DE000JK80M71  /

EUWAX
2024-05-28  10:34:18 AM Chg.- Bid8:25:13 AM Ask8:25:13 AM Underlying Strike price Expiration date Option type
0.560EUR - 0.490
Bid Size: 3,000		 0.550
Ask Size: 3,000		 Target Corp 150.00 USD 2024-06-07 Put
 

Master data

WKN: JK80M7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Target Corp
Type: Warrant
Option type: Put
Strike price: 150.00 USD
Maturity: 2024-06-07
Issue date: 2024-05-13
Last trading day: 2024-06-06
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.68
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.44
Implied volatility: 0.41
Historic volatility: 0.29
Parity: 0.44
Time value: 0.18
Break-even: 131.94
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.62
Spread abs.: 0.09
Spread %: 17.54%
Delta: -0.67
Theta: -0.15
Omega: -14.44
Rho: -0.03
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.71%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.560
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -