JP Morgan Put 150 AVAV 20.12.2024
/ DE000JK8V445
JP Morgan Put 150 AVAV 20.12.2024/ DE000JK8V445 /
2024-05-24 12:44:05 PM |
Chg.-0.030 |
Bid5:24:50 PM |
Ask5:24:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-4.11% |
0.680 Bid Size: 5,000 |
1.680 Ask Size: 5,000 |
AeroVironment Inc |
150.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
JK8V44 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AeroVironment Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.00 |
Historic volatility: |
0.46 |
Parity: |
-4.37 |
Time value: |
2.72 |
Break-even: |
111.54 |
Moneyness: |
0.76 |
Premium: |
0.39 |
Premium p.a.: |
0.77 |
Spread abs.: |
2.00 |
Spread %: |
277.78% |
Delta: |
-0.22 |
Theta: |
-0.09 |
Omega: |
-1.48 |
Rho: |
-0.39 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.730 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.26% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.700 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.742 |
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: |
|
- |