JP Morgan Put 7 UAA 18.10.2024
/ DE000JK4K9H4
JP Morgan Put 7 UAA 18.10.2024/ DE000JK4K9H4 /
| 2024-04-30 12:37:20 PM |
Chg.-0.030 |
Bid8:50:31 PM |
Ask8:50:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-3.75% |
0.810
Bid Size: 15,000 |
1.010
Ask Size: 15,000 |
Under Armour Inc |
7.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK4K9H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-10-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.37 |
| Parity: |
0.16 |
| Time value: |
0.75 |
| Break-even: |
5.63 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.19 |
| Spread %: |
25.97% |
| Delta: |
-0.44 |
| Theta: |
0.00 |
| Omega: |
-3.09 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+30.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.780 |
| 1M High / 1M Low: |
0.960 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
