JP Morgan Put 80 AIG 17.01.2025
/ DE000JK9MC73
JP Morgan Put 80 AIG 17.01.2025/ DE000JK9MC73 /
| 2024-05-29 8:44:38 AM |
Chg.+0.040 |
Bid10:12:22 AM |
Ask10:12:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+6.78% |
0.630
Bid Size: 5,000 |
0.670
Ask Size: 5,000 |
American Internation... |
80.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JK9MC7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.24 |
| Time value: |
0.36 |
| Break-even: |
67.73 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
6.56% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-5.71 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.550 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
