JP Morgan Put 110 TER 17.05.2024
/ DE000JK4VD92
JP Morgan Put 110 TER 17.05.2024/ DE000JK4VD92 /
| 2024-05-06 11:39:29 AM |
Chg.-0.016 |
Bid5:53:40 PM |
Ask5:53:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
-34.78% |
0.027
Bid Size: 30,000 |
0.047
Ask Size: 30,000 |
Teradyne Inc |
110.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK4VD9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-101.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.32 |
| Parity: |
-0.97 |
| Time value: |
0.11 |
| Break-even: |
101.15 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
20.26 |
| Spread abs.: |
0.07 |
| Spread %: |
197.30% |
| Delta: |
-0.17 |
| Theta: |
-0.13 |
| Omega: |
-17.42 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.046 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-82.35% |
| 1 Month |
|
|
-95.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.046 |
| 1M High / 1M Low: |
1.350 |
0.046 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
530.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
