JP Morgan Put 225 SND 19.07.2024
/ DE000JK8CZM7
JP Morgan Put 225 SND 19.07.2024/ DE000JK8CZM7 /
| 2024-05-31 10:38:11 AM |
Chg.0.000 |
Bid7:01:03 PM |
Ask7:01:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
0.00% |
0.580
Bid Size: 2,000 |
0.780
Ask Size: 2,000 |
SCHNEIDER ELEC. INH.... |
225.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
JK8CZM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
225.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-33.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-0.37 |
| Time value: |
0.69 |
| Break-even: |
218.10 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.20 |
| Spread %: |
40.82% |
| Delta: |
-0.40 |
| Theta: |
-0.08 |
| Omega: |
-13.17 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.95% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.320 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| 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: |
|
- |
