JP Morgan Put 120 ICE 21.06.2024
/ DE000JB0L337
JP Morgan Put 120 ICE 21.06.2024/ DE000JB0L337 /
6/10/2024 12:37:19 PM |
Chg.-0.001 |
Bid1:00:24 PM |
Ask1:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.011EUR |
-8.33% |
0.012 Bid Size: 1,000 |
0.110 Ask Size: 1,000 |
Intercontinental Exc... |
120.00 USD |
6/21/2024 |
Put |
Master data
WKN: |
JB0L33 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Intercontinental Exchange Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
8/31/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-121.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.15 |
Parity: |
-1.28 |
Time value: |
0.10 |
Break-even: |
110.31 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
32.17 |
Spread abs.: |
0.09 |
Spread %: |
816.67% |
Delta: |
-0.14 |
Theta: |
-0.13 |
Omega: |
-17.26 |
Rho: |
-0.01 |
Quote data
Open: |
0.011 |
High: |
0.011 |
Low: |
0.011 |
Previous Close: |
0.012 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
-45.00% |
3 Months |
|
|
-86.25% |
YTD |
|
|
-96.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.018 |
0.007 |
1M High / 1M Low: |
0.033 |
0.007 |
6M High / 6M Low: |
0.890 |
0.007 |
High (YTD): |
1/3/2024 |
0.410 |
Low (YTD): |
6/6/2024 |
0.007 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.012 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.177 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
727.89% |
Volatility 6M: |
|
426.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |