JP Morgan Put 64 ADM 17.05.2024
/ DE000JK7K3Y9
JP Morgan Put 64 ADM 17.05.2024/ DE000JK7K3Y9 /
| 2024-05-03 11:38:53 AM |
Chg.-0.080 |
Bid11:39:51 AM |
Ask11:39:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-14.29% |
0.480
Bid Size: 5,000 |
-
Ask Size: - |
Archer Daniels Midla... |
64.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK7K3Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.30 |
| Parity: |
0.43 |
| Time value: |
0.09 |
| Break-even: |
54.45 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.04 |
| Spread %: |
8.33% |
| Delta: |
-0.73 |
| Theta: |
-0.07 |
| Omega: |
-7.77 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.360 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.443 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
