JP Morgan Put 224 MTX 17.05.2024
/ DE000JK2DY42
JP Morgan Put 224 MTX 17.05.2024/ DE000JK2DY42 /
| 2024-05-03 4:19:24 PM |
Chg.-0.300 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-40.54% |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
224.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
JK2DY4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
224.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-27.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.37 |
| Time value: |
0.44 |
| Break-even: |
215.90 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.07 |
| Spread %: |
9.46% |
| Delta: |
-0.57 |
| Theta: |
-0.20 |
| Omega: |
-15.53 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.440 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.30% |
| 1 Month |
|
|
-32.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.440 |
| 1M High / 1M Low: |
1.640 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.587 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
497.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
