JP Morgan Put 260 HII 21.06.2024
/ DE000JK73GU7
JP Morgan Put 260 HII 21.06.2024/ DE000JK73GU7 /
2024-05-20 2:54:43 PM |
Chg.-0.050 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-5.81% |
- Bid Size: - |
- Ask Size: - |
Huntington Ingalls I... |
260.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
JK73GU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Huntington Ingalls Industries Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 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: |
-17.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.43 |
Historic volatility: |
0.21 |
Parity: |
0.40 |
Time value: |
0.97 |
Break-even: |
225.44 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.50 |
Spread %: |
57.47% |
Delta: |
-0.52 |
Theta: |
-0.17 |
Omega: |
-8.88 |
Rho: |
-0.12 |
Quote data
Open: |
0.780 |
High: |
0.810 |
Low: |
0.780 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.35% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.140 |
0.860 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.014 |
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: |
|
- |