JP Morgan Put 180 BA 16.08.2024
/ DE000JB9ZNZ5
JP Morgan Put 180 BA 16.08.2024/ DE000JB9ZNZ5 /
| 6/3/2024 1:12:18 PM |
Chg.-0.20 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-16.53% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
180.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JB9ZNZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
0.22 |
| Time value: |
0.70 |
| Break-even: |
156.64 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
-0.49 |
| Theta: |
-0.05 |
| Omega: |
-8.71 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.98 |
| High: |
1.01 |
| Low: |
0.98 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.17% |
| 1 Month |
|
|
-5.61% |
| 3 Months |
|
|
+44.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.01 |
| 1M High / 1M Low: |
1.44 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
428.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
