JP Morgan Put 125 DDOG 19.07.2024
/ DE000JB769X1
JP Morgan Put 125 DDOG 19.07.2024/ DE000JB769X1 /
| 24/06/2024 09:48:56 |
Chg.-0.110 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-11.46% |
-
Bid Size: - |
-
Ask Size: - |
Datadog Inc |
125.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JB769X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Datadog Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
20/12/2023 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.45 |
| Parity: |
0.70 |
| Time value: |
0.21 |
| Break-even: |
107.86 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.05 |
| Spread %: |
5.81% |
| Delta: |
-0.68 |
| Theta: |
-0.08 |
| Omega: |
-8.21 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
+14.86% |
| 3 Months |
|
|
-34.62% |
| YTD |
|
|
-44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.850 |
| 1M High / 1M Low: |
1.550 |
0.650 |
| 6M High / 6M Low: |
2.070 |
0.650 |
| High (YTD): |
03/01/2024 |
2.070 |
| Low (YTD): |
28/05/2024 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.65% |
| Volatility 6M: |
|
176.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
