JP Morgan Put 90 MCHP 17.05.2024
/ DE000JK41V60
JP Morgan Put 90 MCHP 17.05.2024/ DE000JK41V60 /
| 2024-04-29 8:53:45 AM |
Chg.-0.060 |
Bid8:40:11 PM |
Ask8:40:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-25.00% |
0.170
Bid Size: 125,000 |
0.180
Ask Size: 125,000 |
Microchip Technology... |
90.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK41V6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
-0.34 |
| Time value: |
0.21 |
| Break-even: |
81.96 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.33 |
| Theta: |
-0.09 |
| Omega: |
-13.68 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-78.31% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.240 |
| 1M High / 1M Low: |
0.830 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
402.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
