JP Morgan Put 102 BMW 17.05.2024
/ DE000JK2AE80
JP Morgan Put 102 BMW 17.05.2024/ DE000JK2AE80 /
| 2024-05-16 9:45:56 AM |
Chg.+0.150 |
Bid12:07:34 PM |
Ask12:07:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+42.86% |
0.470
Bid Size: 20,000 |
0.530
Ask Size: 20,000 |
BAY.MOTOREN WERKE AG... |
102.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
JK2AE8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
102.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
2.41 |
| Historic volatility: |
0.21 |
| Parity: |
-0.09 |
| Time value: |
0.47 |
| Break-even: |
97.30 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.06 |
| Spread %: |
14.63% |
| Delta: |
-0.45 |
| Theta: |
-2.56 |
| Omega: |
-9.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.480 |
| High: |
0.500 |
| Low: |
0.470 |
| Previous Close: |
0.350 |
| Turnover: |
27,760 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.37% |
| 1 Month |
|
|
+72.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.300 |
| 1M High / 1M Low: |
0.670 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
11,400 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
2,714.286 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
408.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
