JP Morgan Put 640 URI 17.05.2024
/ DE000JK33KG2
JP Morgan Put 640 URI 17.05.2024/ DE000JK33KG2 /
| 2024-05-06 12:52:56 PM |
Chg.-0.270 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-38.03% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
640.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK33KG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
640.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-69.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
-2.48 |
| Time value: |
0.89 |
| Break-even: |
585.96 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
4.80 |
| Spread abs.: |
0.28 |
| Spread %: |
45.45% |
| Delta: |
-0.28 |
| Theta: |
-0.73 |
| Omega: |
-19.66 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.440 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.23% |
| 1 Month |
|
|
-70.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
0.260 |
| 1M High / 1M Low: |
3.570 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.675 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,491.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
