JP Morgan Put 80 AIG 19.07.2024
/ DE000JK89034
JP Morgan Put 80 AIG 19.07.2024/ DE000JK89034 /
| 2024-05-30 9:39:59 AM |
Chg.+0.010 |
Bid2:30:07 PM |
Ask2:30:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+2.56% |
0.400
Bid Size: 5,000 |
0.420
Ask Size: 5,000 |
American Internation... |
80.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK8903 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.22 |
| Time value: |
0.16 |
| Break-even: |
70.27 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-11.11 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.15% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.270 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| 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: |
|
- |
