JP Morgan Put 210 WM 17.05.2024
/ DE000JK5JS82
JP Morgan Put 210 WM 17.05.2024/ DE000JK5JS82 /
2024-05-13 8:25:33 AM |
Chg.-0.022 |
Bid3:02:17 PM |
Ask3:02:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
-22.22% |
0.065 Bid Size: 2,000 |
0.140 Ask Size: 2,000 |
Waste Management |
210.00 USD |
2024-05-17 |
Put |
Master data
WKN: |
JK5JS8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waste Management |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
210.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-03-12 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-115.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.14 |
Parity: |
-0.14 |
Time value: |
0.17 |
Break-even: |
193.28 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
3.14 |
Spread abs.: |
0.08 |
Spread %: |
97.67% |
Delta: |
-0.40 |
Theta: |
-0.28 |
Omega: |
-45.78 |
Rho: |
-0.01 |
Quote data
Open: |
0.077 |
High: |
0.077 |
Low: |
0.077 |
Previous Close: |
0.099 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-72.50% |
1 Month |
|
|
-88.51% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.099 |
1M High / 1M Low: |
0.810 |
0.099 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.412 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
411.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |