JP Morgan Put 250 HII 21.06.2024
/ DE000JK73GT9
JP Morgan Put 250 HII 21.06.2024/ DE000JK73GT9 /
2024-06-07 4:36:52 PM |
Chg.+0.090 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+23.68% |
- Bid Size: - |
- Ask Size: - |
Huntington Ingalls I... |
250.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
JK73GT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Huntington Ingalls Industries Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.20 |
Parity: |
-0.06 |
Time value: |
0.92 |
Break-even: |
220.33 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
1.96 |
Spread abs.: |
0.50 |
Spread %: |
119.05% |
Delta: |
-0.46 |
Theta: |
-0.33 |
Omega: |
-11.61 |
Rho: |
-0.04 |
Quote data
Open: |
0.450 |
High: |
0.470 |
Low: |
0.450 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.32% |
1 Month |
|
|
-41.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.380 |
1M High / 1M Low: |
0.880 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.466 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.521 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
393.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |