JP Morgan Put 280 HII 20.12.2024
/ DE000JK7YF03
JP Morgan Put 280 HII 20.12.2024/ DE000JK7YF03 /
| 2024-06-07 4:37:15 PM |
Chg.+0.14 |
Bid4:43:32 PM |
Ask4:43:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.30EUR |
+4.43% |
3.23
Bid Size: 5,000 |
4.23
Ask Size: 5,000 |
Huntington Ingalls I... |
280.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK7YF0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Huntington Ingalls Industries Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.20 |
| Parity: |
2.70 |
| Time value: |
2.51 |
| Break-even: |
204.97 |
| Moneyness: |
1.12 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
2.00 |
| Spread %: |
62.31% |
| Delta: |
-0.50 |
| Theta: |
-0.08 |
| Omega: |
-2.22 |
| Rho: |
-0.90 |
Quote data
| Open: |
3.28 |
| High: |
3.30 |
| Low: |
3.28 |
| Previous Close: |
3.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.23% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.35 |
3.11 |
| 1M High / 1M Low: |
3.62 |
2.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
