JP Morgan Put 510 MLM 19.07.2024
/ DE000JK1SEG5
JP Morgan Put 510 MLM 19.07.2024/ DE000JK1SEG5 /
2024-06-05 12:32:53 PM |
Chg.+0.002 |
Bid8:02:43 PM |
Ask8:02:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.065EUR |
+3.17% |
0.059 Bid Size: 75,000 |
- Ask Size: - |
Martin Marietta Mate... |
510.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JK1SEG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Martin Marietta Materials Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
510.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-01-24 |
Last trading day: |
2024-07-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-81.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.20 |
Parity: |
-0.42 |
Time value: |
0.06 |
Break-even: |
462.37 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
1.12 |
Spread abs.: |
-0.01 |
Spread %: |
-7.35% |
Delta: |
-0.19 |
Theta: |
-0.16 |
Omega: |
-15.53 |
Rho: |
-0.13 |
Quote data
Open: |
0.065 |
High: |
0.065 |
Low: |
0.065 |
Previous Close: |
0.063 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.37% |
1 Month |
|
|
+35.42% |
3 Months |
|
|
-35.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.072 |
0.043 |
1M High / 1M Low: |
0.072 |
0.018 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.042 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
635.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |