JP Morgan Put 155 BA 16.08.2024
/ DE000JB9JQX7
JP Morgan Put 155 BA 16.08.2024/ DE000JB9JQX7 /
| 03/06/2024 09:50:40 |
Chg.- |
Bid08:04:38 |
Ask08:04:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
- |
0.150
Bid Size: 5,000 |
0.160
Ask Size: 5,000 |
Boeing Co |
155.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB9JQX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-68.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-2.08 |
| Time value: |
0.24 |
| Break-even: |
140.42 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
-0.16 |
| Theta: |
-0.04 |
| Omega: |
-11.07 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-29.03% |
| 3 Months |
|
|
-15.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.220 |
| 1M High / 1M Low: |
0.360 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
552.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
