JP Morgan Put 190 VEEV 20.09.2024
/ DE000JK1MUP5
JP Morgan Put 190 VEEV 20.09.2024/ DE000JK1MUP5 /
2024-04-29 11:36:47 AM |
Chg.-0.020 |
Bid4:01:38 PM |
Ask4:01:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
-2.02% |
0.960 Bid Size: 25,000 |
0.990 Ask Size: 25,000 |
Veeva Systems Inc |
190.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
JK1MUP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Veeva Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
190.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-25 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.33 |
Parity: |
-1.02 |
Time value: |
1.01 |
Break-even: |
167.37 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.09 |
Spread %: |
10.20% |
Delta: |
-0.33 |
Theta: |
-0.04 |
Omega: |
-6.17 |
Rho: |
-0.29 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.970 |
Previous Close: |
0.990 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.39% |
1 Month |
|
|
+115.56% |
3 Months |
|
|
-21.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.120 |
0.990 |
1M High / 1M Low: |
1.140 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.897 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |