JP Morgan Put 105 SWKS 15.11.2024
/ DE000JB93WZ0
JP Morgan Put 105 SWKS 15.11.2024/ DE000JB93WZ0 /
| 2024-06-12 8:25:48 AM |
Chg.-0.17 |
Bid3:37:05 PM |
Ask3:37:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-12.69% |
1.02
Bid Size: 75,000 |
1.03
Ask Size: 75,000 |
Skyworks Solutions I... |
105.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JB93WZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
0.82 |
| Time value: |
0.41 |
| Break-even: |
85.47 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
4.24% |
| Delta: |
-0.58 |
| Theta: |
-0.02 |
| Omega: |
-4.20 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.00% |
| 1 Month |
|
|
-20.95% |
| 3 Months |
|
|
+31.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.34 |
| 1M High / 1M Low: |
1.59 |
1.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
