JP Morgan Put 115 A 16.08.2024
/ DE000JB8BY54
JP Morgan Put 115 A 16.08.2024/ DE000JB8BY54 /
| 20/06/2024 12:07:20 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
115.00 - |
16/08/2024 |
Put |
Master data
| WKN: |
JB8BY5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-95.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
-0.90 |
| Time value: |
0.13 |
| Break-even: |
113.70 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.06 |
| Spread %: |
80.56% |
| Delta: |
-0.19 |
| Theta: |
-0.03 |
| Omega: |
-17.98 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.072 |
| High: |
0.072 |
| Low: |
0.072 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.55% |
| 1 Month |
|
|
+105.71% |
| 3 Months |
|
|
-34.55% |
| YTD |
|
|
-80.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.072 |
| 1M High / 1M Low: |
0.130 |
0.034 |
| 6M High / 6M Low: |
0.560 |
0.033 |
| High (YTD): |
18/01/2024 |
0.560 |
| Low (YTD): |
20/05/2024 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
490.36% |
| Volatility 6M: |
|
268.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
