JP Morgan Put 170 AVAV 20.09.2024
/ DE000JK9Q906
JP Morgan Put 170 AVAV 20.09.2024/ DE000JK9Q906 /
| 2024-05-20 12:49:48 PM |
Chg.-0.040 |
Bid2024-05-20 |
Ask2024-05-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-4.17% |
0.920
Bid Size: 500 |
1.620
Ask Size: 500 |
AeroVironment Inc |
170.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK9Q90 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AeroVironment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.46 |
| Parity: |
-2.19 |
| Time value: |
1.63 |
| Break-even: |
140.06 |
| Moneyness: |
0.88 |
| Premium: |
0.21 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.70 |
| Spread %: |
75.27% |
| Delta: |
-0.29 |
| Theta: |
-0.09 |
| Omega: |
-3.15 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.940 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.002 |
| 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: |
|
- |
