JP Morgan Put 370 RHM 20.09.2024
/ DE000JK2MF51
JP Morgan Put 370 RHM 20.09.2024/ DE000JK2MF51 /
| 2024-06-04 12:11:26 PM |
Chg.+0.050 |
Bid1:02:14 PM |
Ask1:02:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+21.74% |
0.260
Bid Size: 7,500 |
0.340
Ask Size: 7,500 |
RHEINMETALL AG |
370.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JK2MF5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RHEINMETALL AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
370.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-100.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.29 |
| Parity: |
-16.50 |
| Time value: |
0.53 |
| Break-even: |
364.70 |
| Moneyness: |
0.69 |
| Premium: |
0.32 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.30 |
| Spread %: |
130.43% |
| Delta: |
-0.07 |
| Theta: |
-0.09 |
| Omega: |
-7.06 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.240 |
| High: |
0.280 |
| Low: |
0.240 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
-24.32% |
| 3 Months |
|
|
-85.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.230 |
| 1M High / 1M Low: |
0.400 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| 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: |
|
154.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
