JP Morgan Put 200 ADI 20.09.2024
/ DE000JB9SKH4
JP Morgan Put 200 ADI 20.09.2024/ DE000JB9SKH4 /
| 6/7/2024 11:20:32 AM |
Chg.-0.010 |
Bid5:59:31 PM |
Ask5:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-3.23% |
0.310
Bid Size: 30,000 |
0.330
Ask Size: 30,000 |
Analog Devices Inc |
200.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB9SKH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-71.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-3.43 |
| Time value: |
0.30 |
| Break-even: |
180.59 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
-0.14 |
| Theta: |
-0.04 |
| Omega: |
-9.93 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.82% |
| 1 Month |
|
|
-77.27% |
| 3 Months |
|
|
-83.96% |
| YTD |
|
|
-82.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.310 |
| 1M High / 1M Low: |
1.320 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/5/2024 |
2.400 |
| Low (YTD): |
5/23/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
