JP Morgan Put ON/ DE000JK488E7 /
| 2024-05-16 11:18:34 AM | Chg.- | Bid10:00:42 PM | Ask10:00:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.320EUR | - | - Bid Size: - |
- Ask Size: - |
ON Semiconductor | - USD | 2024-05-17 | Put |
Master data
| WKN: | JK488E |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | ON Semiconductor |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | - USD |
| Maturity: | 2024-05-17 |
| Issue date: | 2024-03-22 |
| Last trading day: | 2024-05-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -18.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.30 |
| Implied volatility: | 1.25 |
| Historic volatility: | 0.40 |
| Parity: | 0.30 |
| Time value: | 0.07 |
| Break-even: | 67.94 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 40.88 |
| Spread abs.: | 0.06 |
| Spread %: | 19.35% |
| Delta: | -0.73 |
| Theta: | -0.74 |
| Omega: | -13.57 |
| Rho: | 0.00 |
Quote data
| Open: | 0.320 |
|---|---|
| High: | 0.320 |
| Low: | 0.320 |
| Previous Close: | 0.470 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -45.76% | ||
|---|---|---|---|
| 1 Month | -75.38% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.690 | 0.320 |
|---|---|---|
| 1M High / 1M Low: | 1.620 | 0.320 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.516 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.940 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 235.29% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
