JP Morgan Put 205 BA 19.07.2024
/ DE000JK01DR1
JP Morgan Put 205 BA 19.07.2024/ DE000JK01DR1 /
| 2024-05-15 12:35:40 PM |
Chg.+0.03 |
Bid2:17:18 PM |
Ask2:17:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
+1.23% |
2.44
Bid Size: 10,000 |
2.45
Ask Size: 10,000 |
Boeing Co |
205.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK01DR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
205.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
2.24 |
| Time value: |
0.09 |
| Break-even: |
166.27 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
-0.81 |
| Theta: |
-0.03 |
| Omega: |
-5.78 |
| Rho: |
-0.28 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.46 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.89% |
| 1 Month |
|
|
-23.84% |
| 3 Months |
|
|
+92.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.70 |
2.31 |
| 1M High / 1M Low: |
3.88 |
2.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
