JP Morgan Put 220 ADP 15.11.2024
/ DE000JK5YJP4
JP Morgan Put 220 ADP 15.11.2024/ DE000JK5YJP4 /
2024-05-16 8:55:47 AM |
Chg.-0.050 |
Bid11:42:28 AM |
Ask11:42:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
-7.46% |
0.620 Bid Size: 5,000 |
0.650 Ask Size: 5,000 |
Automatic Data Proce... |
220.00 USD |
2024-11-15 |
Put |
Master data
WKN: |
JK5YJP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-34.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.17 |
Parity: |
-2.44 |
Time value: |
0.66 |
Break-even: |
195.45 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
4.76% |
Delta: |
-0.22 |
Theta: |
-0.03 |
Omega: |
-7.69 |
Rho: |
-0.29 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.51% |
1 Month |
|
|
-38.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.610 |
1M High / 1M Low: |
1.040 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.678 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.826 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |