JP Morgan Put 46 GM 21.06.2024
/ DE000JK82YT3
JP Morgan Put 46 GM 21.06.2024/ DE000JK82YT3 /
| 2024-06-06 12:19:41 PM |
Chg.-0.030 |
Bid12:35:02 PM |
Ask12:35:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-21.43% |
0.110
Bid Size: 50,000 |
0.120
Ask Size: 50,000 |
General Motors Compa... |
46.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JK82YT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Motors Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-38.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
0.03 |
| Time value: |
0.08 |
| Break-even: |
41.20 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.54 |
| Theta: |
-0.03 |
| Omega: |
-20.39 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.07% |
| 1 Month |
|
|
-42.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.140 |
| 1M High / 1M Low: |
0.330 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
