JP Morgan Put 215 BDX 20.12.2024
/ DE000JK80FA6
JP Morgan Put 215 BDX 20.12.2024/ DE000JK80FA6 /
9/26/2024 12:15:21 PM |
Chg.+0.020 |
Bid6:21:49 PM |
Ask6:21:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+3.33% |
0.610 Bid Size: 25,000 |
0.640 Ask Size: 25,000 |
Becton Dickinson and... |
215.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK80FA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Becton Dickinson and Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
215.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/19/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.17 |
Parity: |
-1.81 |
Time value: |
0.74 |
Break-even: |
185.77 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.08 |
Spread %: |
12.12% |
Delta: |
-0.27 |
Theta: |
-0.07 |
Omega: |
-7.75 |
Rho: |
-0.15 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.82% |
1 Month |
|
|
-16.22% |
3 Months |
|
|
-43.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.600 |
1M High / 1M Low: |
0.910 |
0.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.654 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.723 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |