JP Morgan Put 610 MLM 18.10.2024
/ DE000JK4Z3Y5
JP Morgan Put 610 MLM 18.10.2024/ DE000JK4Z3Y5 /
| 2024-06-05 10:36:55 AM |
Chg.+0.020 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+3.28% |
-
Bid Size: - |
-
Ask Size: - |
Martin Marietta Mate... |
610.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK4Z3Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Martin Marietta Materials Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
610.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.50 |
| Time value: |
0.11 |
| Break-even: |
499.57 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.02 |
| Spread %: |
-3.17% |
| Delta: |
-0.65 |
| Theta: |
-0.08 |
| Omega: |
-5.43 |
| Rho: |
-1.45 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
+23.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.560 |
| 1M High / 1M Low: |
0.630 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
