JP Morgan Put 860 ASME 17.05.2024
/ DE000JK20906
JP Morgan Put 860 ASME 17.05.2024/ DE000JK20906 /
| 2024-04-26 12:44:18 PM |
Chg.-1.74 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
-38.84% |
2.38
Bid Size: 250 |
3.38
Ask Size: 250 |
ASML HOLDING EO -... |
860.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
JK2090 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
860.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
0.12 |
| Time value: |
3.26 |
| Break-even: |
826.20 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
1.00 |
| Spread %: |
42.02% |
| Delta: |
-0.48 |
| Theta: |
-0.81 |
| Omega: |
-12.13 |
| Rho: |
-0.24 |
Quote data
| Open: |
2.71 |
| High: |
2.74 |
| Low: |
2.71 |
| Previous Close: |
4.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.59% |
| 1 Month |
|
|
+0.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.31 |
2.74 |
| 1M High / 1M Low: |
5.31 |
1.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
374.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
