JP Morgan Put 520 MLM 19.07.2024
/ DE000JK1NEJ0
JP Morgan Put 520 MLM 19.07.2024/ DE000JK1NEJ0 /
| 2024-06-05 8:54:39 AM |
Chg.+0.010 |
Bid4:24:18 PM |
Ask4:24:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
+13.33% |
0.081
Bid Size: 100,000 |
-
Ask Size: - |
Martin Marietta Mate... |
520.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK1NEJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Martin Marietta Materials Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-62.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-0.33 |
| Time value: |
0.08 |
| Break-even: |
469.69 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.24 |
| Theta: |
-0.18 |
| Omega: |
-14.90 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.085 |
| Previous Close: |
0.075 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.87% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-34.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.055 |
| 1M High / 1M Low: |
0.093 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
581.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
