JP Morgan Put 74 MET 20.09.2024
/ DE000JK5GKY1
JP Morgan Put 74 MET 20.09.2024/ DE000JK5GKY1 /
| 2024-05-02 11:03:41 AM |
Chg.- |
Bid8:58:50 AM |
Ask8:58:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
- |
0.530
Bid Size: 7,500 |
0.560
Ask Size: 7,500 |
MetLife Inc |
74.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK5GKY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.35 |
| Time value: |
0.23 |
| Break-even: |
63.17 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-6.27 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
+11.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.480 |
| 1M High / 1M Low: |
0.660 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.505 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
