JP Morgan Put 155 AVAV 16.08.2024
/ DE000JK72YW8
JP Morgan Put 155 AVAV 16.08.2024/ DE000JK72YW8 /
2024-05-17 12:58:41 PM |
Chg.- |
Bid12:17:58 PM |
Ask12:17:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
- |
0.320 Bid Size: 500 |
1.020 Ask Size: 500 |
AeroVironment Inc |
155.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JK72YW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AeroVironment Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.46 |
Parity: |
-3.57 |
Time value: |
1.02 |
Break-even: |
132.36 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
1.59 |
Spread abs.: |
0.70 |
Spread %: |
218.75% |
Delta: |
-0.21 |
Theta: |
-0.11 |
Omega: |
-3.73 |
Rho: |
-0.12 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.310 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.368 |
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: |
|
- |