JP Morgan Put 220 AP3 17.05.2024
/ DE000JK5L2M7
JP Morgan Put 220 AP3 17.05.2024/ DE000JK5L2M7 /
2024-05-06 10:29:25 AM |
Chg.-0.004 |
Bid3:56:30 PM |
Ask3:56:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-36.36% |
0.010 Bid Size: 7,500 |
0.080 Ask Size: 7,500 |
AIR PROD. CHEM. ... |
220.00 - |
2024-05-17 |
Put |
Master data
WKN: |
JK5L2M |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AIR PROD. CHEM. DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 - |
Maturity: |
2024-05-17 |
Issue date: |
2024-03-21 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-108.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.26 |
Parity: |
-0.85 |
Time value: |
0.21 |
Break-even: |
217.90 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
3.53 |
Spread abs.: |
0.20 |
Spread %: |
1,809.09% |
Delta: |
-0.25 |
Theta: |
-0.19 |
Omega: |
-27.00 |
Rho: |
-0.02 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.011 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-97.41% |
1 Month |
|
|
-97.88% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.011 |
1M High / 1M Low: |
0.500 |
0.011 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.137 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.312 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
423.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |