JP Morgan Put 150 TGT 19.07.2024
/ DE000JK253V9
JP Morgan Put 150 TGT 19.07.2024/ DE000JK253V9 /
2024-06-10 11:14:21 AM |
Chg.-0.010 |
Bid1:00:13 PM |
Ask1:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-1.67% |
0.560 Bid Size: 3,000 |
0.600 Ask Size: 3,000 |
Target Corp |
150.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JK253V |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Target Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-02-09 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.24 |
Historic volatility: |
0.29 |
Parity: |
0.37 |
Time value: |
0.24 |
Break-even: |
133.06 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.06 |
Spread %: |
10.91% |
Delta: |
-0.60 |
Theta: |
-0.04 |
Omega: |
-13.31 |
Rho: |
-0.09 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+210.53% |
1 Month |
|
|
+103.45% |
3 Months |
|
|
+96.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.190 |
1M High / 1M Low: |
0.770 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.388 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.447 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
446.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |