JP Morgan Put 920 SMCI 21.06.2024
/ DE000JK4HRP5
JP Morgan Put 920 SMCI 21.06.2024/ DE000JK4HRP5 /
| 2024-06-03 12:39:05 PM |
Chg.-0.22 |
Bid6:15:32 PM |
Ask6:15:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-15.17% |
1.52
Bid Size: 75,000 |
1.53
Ask Size: 75,000 |
Super Micro Computer... |
920.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JK4HRP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Super Micro Computer Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
920.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.85 |
| Parity: |
1.25 |
| Time value: |
0.14 |
| Break-even: |
708.72 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.04 |
| Spread %: |
2.96% |
| Delta: |
-0.78 |
| Theta: |
-1.03 |
| Omega: |
-4.04 |
| Rho: |
-0.35 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.49% |
| 1 Month |
|
|
-30.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
0.66 |
| 1M High / 1M Low: |
1.76 |
0.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
