JP Morgan Put 165 BA 16.08.2024
/ DE000JB9GYK4
JP Morgan Put 165 BA 16.08.2024/ DE000JB9GYK4 /
| 31/05/2024 08:36:55 |
Chg.-0.040 |
Bid21:58:58 |
Ask21:58:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-6.35% |
0.440
Bid Size: 7,500 |
0.450
Ask Size: 7,500 |
Boeing Co |
165.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB9GYK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.72 |
| Time value: |
0.55 |
| Break-even: |
146.79 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
-0.33 |
| Theta: |
-0.05 |
| Omega: |
-9.51 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.06% |
| 1 Month |
|
|
-10.61% |
| 3 Months |
|
|
+84.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.550 |
| 1M High / 1M Low: |
0.720 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
549.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
