JP Morgan Put 205 AMAT 17.05.2024
/ DE000JK2PHR9
JP Morgan Put 205 AMAT 17.05.2024/ DE000JK2PHR9 /
| 2024-04-30 9:33:37 AM |
Chg.-0.080 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-9.88% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
205.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK2PHR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
205.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
0.60 |
| Time value: |
0.50 |
| Break-even: |
181.20 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
-0.59 |
| Theta: |
-0.22 |
| Omega: |
-10.03 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.85% |
| 1 Month |
|
|
-18.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
0.730 |
| 1M High / 1M Low: |
1.700 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
