JP Morgan Put 190 BA 16.08.2024
/ DE000JB9VCU8
JP Morgan Put 190 BA 16.08.2024/ DE000JB9VCU8 /
2024-05-31 12:26:28 PM |
Chg.+0.06 |
Bid3:56:07 PM |
Ask3:56:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.85EUR |
+3.35% |
1.84 Bid Size: 100,000 |
1.85 Ask Size: 100,000 |
Boeing Co |
190.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JB9VCU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boeing Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
190.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2023-12-27 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
1.59 |
Implied volatility: |
0.33 |
Historic volatility: |
0.28 |
Parity: |
1.59 |
Time value: |
0.30 |
Break-even: |
156.52 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.53% |
Delta: |
-0.69 |
Theta: |
-0.04 |
Omega: |
-5.85 |
Rho: |
-0.27 |
Quote data
Open: |
1.86 |
High: |
1.86 |
Low: |
1.85 |
Previous Close: |
1.79 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.12% |
1 Month |
|
|
-3.65% |
3 Months |
|
|
+125.61% |
YTD |
|
|
+496.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.89 |
1.75 |
1M High / 1M Low: |
2.02 |
1.12 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-25 |
2.60 |
Low (YTD): |
2024-01-02 |
0.30 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.58 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
270.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |