JP Morgan Put 375 RHM 20.09.2024
/ DE000JK2F1H0
JP Morgan Put 375 RHM 20.09.2024/ DE000JK2F1H0 /
| 04/06/2024 18:26:49 |
Chg.+0.040 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+16.00% |
-
Bid Size: - |
-
Ask Size: - |
RHEINMETALL AG |
375.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
JK2F1H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RHEINMETALL AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
375.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-97.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
-16.00 |
| Time value: |
0.55 |
| Break-even: |
369.50 |
| Moneyness: |
0.70 |
| Premium: |
0.31 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.30 |
| Spread %: |
120.00% |
| Delta: |
-0.07 |
| Theta: |
-0.09 |
| Omega: |
-7.14 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.260 |
| High: |
0.300 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
-27.50% |
| 3 Months |
|
|
-86.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.250 |
| 1M High / 1M Low: |
0.430 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
