JP Morgan Put 120 DDOG 20.09.2024
/ DE000JB8Y9Q4
JP Morgan Put 120 DDOG 20.09.2024/ DE000JB8Y9Q4 /
| 2024-06-24 9:22:18 AM |
Chg.-0.09 |
Bid9:16:38 PM |
Ask9:16:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-7.96% |
0.96
Bid Size: 75,000 |
0.97
Ask Size: 75,000 |
Datadog Inc |
120.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB8Y9Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Datadog Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.45 |
| Parity: |
0.23 |
| Time value: |
0.80 |
| Break-even: |
101.99 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.05 |
| Spread %: |
4.76% |
| Delta: |
-0.48 |
| Theta: |
-0.05 |
| Omega: |
-5.11 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.57% |
| 1 Month |
|
|
+9.47% |
| 3 Months |
|
|
-21.80% |
| YTD |
|
|
-32.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.07 |
| 1M High / 1M Low: |
1.53 |
0.87 |
| 6M High / 6M Low: |
1.93 |
0.86 |
| High (YTD): |
2024-01-04 |
1.93 |
| Low (YTD): |
2024-05-23 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.46% |
| Volatility 6M: |
|
123.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
