JP Morgan Put 620 MLM 18.10.2024
/ DE000JK63419
JP Morgan Put 620 MLM 18.10.2024/ DE000JK63419 /
| 2024-06-05 11:08:24 AM |
Chg.- |
Bid9:04:39 AM |
Ask9:04:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
- |
0.680
Bid Size: 7,500 |
-
Ask Size: - |
Martin Marietta Mate... |
620.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK6341 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Martin Marietta Materials Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
620.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
0.56 |
| Time value: |
0.13 |
| Break-even: |
501.17 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
-0.65 |
| Theta: |
-0.09 |
| Omega: |
-4.85 |
| Rho: |
-1.48 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.81% |
| 1 Month |
|
|
+23.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.610 |
| 1M High / 1M Low: |
0.690 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.653 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
