JP Morgan Put 200 BA 20.09.2024
/ DE000JB1Q9R9
JP Morgan Put 200 BA 20.09.2024/ DE000JB1Q9R9 /
| 2024-05-14 9:00:38 AM |
Chg.-0.01 |
Bid5:41:44 PM |
Ask5:41:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
-0.43% |
2.03
Bid Size: 75,000 |
2.04
Ask Size: 75,000 |
Boeing Co |
200.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
2.00 |
| Time value: |
0.33 |
| Break-even: |
162.02 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-4.80 |
| Rho: |
-0.48 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.83% |
| 1 Month |
|
|
-16.85% |
| 3 Months |
|
|
+63.38% |
| YTD |
|
|
+364.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
2.14 |
| 1M High / 1M Low: |
3.68 |
2.14 |
| 6M High / 6M Low: |
3.68 |
0.48 |
| High (YTD): |
2024-04-25 |
3.68 |
| Low (YTD): |
2024-01-02 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.19% |
| Volatility 6M: |
|
177.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
