JP Morgan Put 150 BA 19.07.2024
/ DE000JK02EF2
JP Morgan Put 150 BA 19.07.2024/ DE000JK02EF2 /
| 04/06/2024 12:36:49 |
Chg.-0.026 |
Bid17:42:12 |
Ask17:42:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-40.63% |
0.035
Bid Size: 50,000 |
0.045
Ask Size: 50,000 |
Boeing Co |
150.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JK02EF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-345.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
-3.17 |
| Time value: |
0.05 |
| Break-even: |
137.03 |
| Moneyness: |
0.81 |
| Premium: |
0.19 |
| Premium p.a.: |
3.11 |
| Spread abs.: |
0.02 |
| Spread %: |
44.12% |
| Delta: |
-0.05 |
| Theta: |
-0.02 |
| Omega: |
-17.04 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.064 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.45% |
| 1 Month |
|
|
-70.77% |
| 3 Months |
|
|
-76.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.064 |
| 1M High / 1M Low: |
0.150 |
0.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
871.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
