JP Morgan Put 200 BA 20.09.2024
/ DE000JB1Q9R9
JP Morgan Put 200 BA 20.09.2024/ DE000JB1Q9R9 /
| 5/28/2024 8:58:30 AM |
Chg.+0.02 |
Bid11:50:40 AM |
Ask11:50:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
+0.79% |
2.55
Bid Size: 7,500 |
2.57
Ask Size: 7,500 |
Boeing Co |
200.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB1Q9R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/19/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
2.35 |
| Time value: |
0.25 |
| Break-even: |
158.14 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
2.36% |
| Delta: |
-0.72 |
| Theta: |
-0.03 |
| Omega: |
-4.44 |
| Rho: |
-0.45 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.44% |
| 1 Month |
|
|
-19.50% |
| 3 Months |
|
|
+76.55% |
| YTD |
|
|
+412.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
1.81 |
| 1M High / 1M Low: |
3.12 |
1.81 |
| 6M High / 6M Low: |
3.68 |
0.48 |
| High (YTD): |
4/25/2024 |
3.68 |
| Low (YTD): |
1/2/2024 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.53% |
| Volatility 6M: |
|
194.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
