JP Morgan Put 70 ZM 20.12.2024
/ DE000JK479V0
JP Morgan Put 70 ZM 20.12.2024/ DE000JK479V0 /
| 2024-06-07 2:28:43 PM |
Chg.-0.090 |
Bid3:47:11 PM |
Ask3:47:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-9.38% |
0.900
Bid Size: 125,000 |
0.910
Ask Size: 125,000 |
Zoom Video Communica... |
70.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK479V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Zoom Video Communications Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
0.63 |
| Time value: |
0.28 |
| Break-even: |
55.17 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.41% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-3.67 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.69% |
| 1 Month |
|
|
-20.91% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.960 |
| 1M High / 1M Low: |
1.120 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.994 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
