JP Morgan Put 110 A 16.08.2024
/ DE000JB8BY47
JP Morgan Put 110 A 16.08.2024/ DE000JB8BY47 /
| 6/20/2024 12:07:18 PM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
110.00 - |
8/16/2024 |
Put |
Master data
| WKN: |
JB8BY4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-113.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-1.47 |
| Time value: |
0.11 |
| Break-even: |
108.90 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.07 |
| Spread %: |
175.00% |
| Delta: |
-0.13 |
| Theta: |
-0.03 |
| Omega: |
-15.10 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.043 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
-55.06% |
| YTD |
|
|
-86.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.040 |
| 1M High / 1M Low: |
0.081 |
0.026 |
| 6M High / 6M Low: |
0.440 |
0.021 |
| High (YTD): |
1/18/2024 |
0.440 |
| Low (YTD): |
5/20/2024 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.178 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
514.71% |
| Volatility 6M: |
|
275.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
