JP Morgan Put 22 GEN 18.10.2024
/ DE000JB86RN0
JP Morgan Put 22 GEN 18.10.2024/ DE000JB86RN0 /
| 2024-06-17 8:28:15 AM |
Chg.0.000 |
Bid10:33:41 AM |
Ask10:33:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.110
Bid Size: 7,500 |
0.130
Ask Size: 7,500 |
Gen Digital Inc |
22.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JB86RN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
-0.22 |
| Time value: |
0.13 |
| Break-even: |
19.26 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-5.05 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
-59.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.096 |
| 1M High / 1M Low: |
0.130 |
0.081 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.107 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
