JP Morgan Put 170 IBM 17.05.2024
/ DE000JK1G9C4
JP Morgan Put 170 IBM 17.05.2024/ DE000JK1G9C4 /
2024-05-03 8:15:09 AM |
Chg.-0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-4.41% |
- Bid Size: - |
- Ask Size: - |
International Busine... |
170.00 USD |
2024-05-17 |
Put |
Master data
WKN: |
JK1G9C |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
International Business Machines Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
170.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-01-30 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
0.40 |
Time value: |
0.15 |
Break-even: |
152.49 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
3.51% |
Delta: |
-0.67 |
Theta: |
-0.10 |
Omega: |
-18.77 |
Rho: |
-0.04 |
Quote data
Open: |
0.650 |
High: |
0.650 |
Low: |
0.650 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+58.54% |
1 Month |
|
|
+400.00% |
3 Months |
|
|
+182.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.440 |
1M High / 1M Low: |
0.680 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.575 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.301 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
785.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |