JP Morgan Put 150 ADI 21.06.2024
/ DE000JS9TN76
JP Morgan Put 150 ADI 21.06.2024/ DE000JS9TN76 /
2024-05-02 9:19:23 AM |
Chg.+0.018 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.037EUR |
+94.74% |
- Bid Size: - |
- Ask Size: - |
Analog Devices Inc |
150.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JS9TN7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-22 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-291.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
-3.09 |
Time value: |
0.06 |
Break-even: |
149.38 |
Moneyness: |
0.83 |
Premium: |
0.17 |
Premium p.a.: |
2.23 |
Spread abs.: |
0.04 |
Spread %: |
181.82% |
Delta: |
-0.06 |
Theta: |
-0.03 |
Omega: |
-17.22 |
Rho: |
-0.02 |
Quote data
Open: |
0.037 |
High: |
0.037 |
Low: |
0.037 |
Previous Close: |
0.019 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.76% |
1 Month |
|
|
-46.38% |
3 Months |
|
|
-85.20% |
YTD |
|
|
-83.18% |
1 Year |
|
|
-96.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.019 |
1M High / 1M Low: |
0.130 |
0.019 |
6M High / 6M Low: |
1.020 |
0.019 |
High (YTD): |
2024-01-04 |
0.370 |
Low (YTD): |
2024-04-30 |
0.019 |
52W High: |
2023-05-25 |
1.480 |
52W Low: |
2024-04-30 |
0.019 |
Avg. price 1W: |
|
0.027 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.071 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.276 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.594 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
473.22% |
Volatility 6M: |
|
256.33% |
Volatility 1Y: |
|
205.34% |
Volatility 3Y: |
|
- |