JP Morgan Put 130 A 16.08.2024
/ DE000JB8BY96
JP Morgan Put 130 A 16.08.2024/ DE000JB8BY96 /
| 20/06/2024 12:07:19 |
Chg.0.000 |
Bid20:02:20 |
Ask20:02:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
0.00% |
0.370
Bid Size: 75,000 |
0.390
Ask Size: 75,000 |
Agilent Technologies |
130.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB8BY9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-0.46 |
| Time value: |
0.43 |
| Break-even: |
116.68 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.07 |
| Spread %: |
21.05% |
| Delta: |
-0.35 |
| Theta: |
-0.05 |
| Omega: |
-10.27 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
+200.00% |
| 3 Months |
|
|
+5.88% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.350 |
| 1M High / 1M Low: |
0.510 |
0.120 |
| 6M High / 6M Low: |
1.090 |
0.120 |
| High (YTD): |
18/01/2024 |
1.090 |
| Low (YTD): |
23/05/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
523.21% |
| Volatility 6M: |
|
271.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
