JP Morgan Put 250 ADP 15.11.2024
/ DE000JK4GFL1
JP Morgan Put 250 ADP 15.11.2024/ DE000JK4GFL1 /
| 2024-06-10 11:45:26 AM |
Chg.-0.13 |
Bid7:08:09 PM |
Ask7:08:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-8.28% |
1.73
Bid Size: 50,000 |
1.74
Ask Size: 50,000 |
Automatic Data Proce... |
250.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK4GFL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-0.22 |
| Time value: |
1.41 |
| Break-even: |
217.84 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.44% |
| Delta: |
-0.41 |
| Theta: |
-0.04 |
| Omega: |
-6.80 |
| Rho: |
-0.48 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.71% |
| 1 Month |
|
|
-17.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.57 |
| 1M High / 1M Low: |
1.98 |
1.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
