JP Morgan Put 220 APD 20.12.2024
/ DE000JK85NQ5
JP Morgan Put 220 APD 20.12.2024/ DE000JK85NQ5 /
2024-05-03 12:49:31 PM |
Chg.-0.140 |
Bid5:09:37 PM |
Ask5:09:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-14.29% |
0.800 Bid Size: 30,000 |
0.840 Ask Size: 30,000 |
Air Products and Che... |
220.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
JK85NQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Air Products and Chemicals Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.26 |
Parity: |
-2.21 |
Time value: |
1.00 |
Break-even: |
195.04 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.15 |
Spread %: |
17.65% |
Delta: |
-0.26 |
Theta: |
-0.03 |
Omega: |
-5.93 |
Rho: |
-0.44 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.980 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.58% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.210 |
0.980 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |