JP Morgan Put 220 ADP 16.08.2024
/ DE000JB8EUF9
JP Morgan Put 220 ADP 16.08.2024/ DE000JB8EUF9 /
| 07/06/2024 12:47:14 |
Chg.- |
Bid08:04:05 |
Ask08:04:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
0.190
Bid Size: 3,000 |
0.220
Ask Size: 3,000 |
Automatic Data Proce... |
220.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB8EUF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-120.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
-2.99 |
| Time value: |
0.19 |
| Break-even: |
201.73 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.03 |
| Spread %: |
16.67% |
| Delta: |
-0.12 |
| Theta: |
-0.04 |
| Omega: |
-14.62 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.24% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-65.71% |
| YTD |
|
|
-81.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.410 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2024 |
1.320 |
| Low (YTD): |
23/05/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
