JP Morgan Put 48 TCOM 20.12.2024
/ DE000JK9HLT9
JP Morgan Put 48 TCOM 20.12.2024/ DE000JK9HLT9 /
2024-05-23 12:51:49 PM |
Chg.+0.040 |
Bid6:13:36 PM |
Ask6:13:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+15.38% |
0.330 Bid Size: 150,000 |
0.340 Ask Size: 150,000 |
Trip com Group Ltd |
48.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
JK9HLT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Trip com Group Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-22 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.33 |
Parity: |
-0.60 |
Time value: |
0.31 |
Break-even: |
41.24 |
Moneyness: |
0.88 |
Premium: |
0.18 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.03 |
Spread %: |
10.71% |
Delta: |
-0.27 |
Theta: |
-0.01 |
Omega: |
-4.32 |
Rho: |
-0.10 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.45% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.260 |
1M High / 1M Low: |
0.490 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.270 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.355 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |