JP Morgan Put 150 TGT 19.07.2024
/ DE000JK253V9
JP Morgan Put 150 TGT 19.07.2024/ DE000JK253V9 /
| 2024-05-28 10:05:05 AM |
Chg.- |
Bid9:08:43 AM |
Ask9:08:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
- |
0.560
Bid Size: 3,000 |
0.620
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: |
-23.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.29 |
| Parity: |
0.27 |
| Time value: |
0.31 |
| Break-even: |
132.43 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
11.54% |
| Delta: |
-0.55 |
| Theta: |
-0.04 |
| Omega: |
-12.79 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.91% |
| 1 Month |
|
|
+106.67% |
| 3 Months |
|
|
-31.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.440 |
| 1M High / 1M Low: |
0.770 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
