JP Morgan Put 385 RHM 20.09.2024
/ DE000JK273R5
JP Morgan Put 385 RHM 20.09.2024/ DE000JK273R5 /
| 2024-06-04 2:13:29 PM |
Chg.+0.040 |
Bid2:22:09 PM |
Ask2:22:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+13.79% |
0.320
Bid Size: 7,500 |
0.400
Ask Size: 7,500 |
RHEINMETALL AG |
385.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JK273R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RHEINMETALL AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
385.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-109.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.29 |
| Parity: |
-15.00 |
| Time value: |
0.49 |
| Break-even: |
380.10 |
| Moneyness: |
0.72 |
| Premium: |
0.29 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.20 |
| Spread %: |
68.97% |
| Delta: |
-0.07 |
| Theta: |
-0.08 |
| Omega: |
-7.91 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.330 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
-86.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.290 |
| 1M High / 1M Low: |
0.510 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
