JP Morgan Put 100 XOM 19.07.2024
/ DE000JB5HNR8
JP Morgan Put 100 XOM 19.07.2024/ DE000JB5HNR8 /
2024-06-14 2:36:34 PM |
Chg.+0.002 |
Bid2:43:01 PM |
Ask2:43:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
+7.69% |
0.026 Bid Size: 15,000 |
0.036 Ask Size: 15,000 |
Exxon Mobil Corp |
100.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JB5HNR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Exxon Mobil Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2023-11-20 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-289.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-0.94 |
Time value: |
0.04 |
Break-even: |
92.78 |
Moneyness: |
0.91 |
Premium: |
0.09 |
Premium p.a.: |
1.57 |
Spread abs.: |
0.01 |
Spread %: |
35.71% |
Delta: |
-0.09 |
Theta: |
-0.02 |
Omega: |
-26.89 |
Rho: |
-0.01 |
Quote data
Open: |
0.028 |
High: |
0.028 |
Low: |
0.028 |
Previous Close: |
0.026 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
+55.56% |
3 Months |
|
|
-82.50% |
YTD |
|
|
-95.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.026 |
0.020 |
1M High / 1M Low: |
0.029 |
0.011 |
6M High / 6M Low: |
0.770 |
0.011 |
High (YTD): |
2024-01-17 |
0.770 |
Low (YTD): |
2024-05-20 |
0.011 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.263 |
Avg. volume 6M: |
|
120 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
335.91% |
Volatility 6M: |
|
217.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |