JP Morgan Put 220 BA 20.09.2024
/ DE000JB8T3Q4
JP Morgan Put 220 BA 20.09.2024/ DE000JB8T3Q4 /
| 30/05/2024 14:30:46 |
Chg.- |
Bid20:00:06 |
Ask20:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.37EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
220.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JB8T3Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
24/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
3.91 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
3.91 |
| Time value: |
0.15 |
| Break-even: |
162.17 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.79 |
| Theta: |
-0.03 |
| Omega: |
-3.21 |
| Rho: |
-0.51 |
Quote data
| Open: |
4.37 |
| High: |
4.37 |
| Low: |
4.37 |
| Previous Close: |
4.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.05% |
| 1 Month |
|
|
+10.35% |
| 3 Months |
|
|
+87.55% |
| YTD |
|
|
+414.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.37 |
4.16 |
| 1M High / 1M Low: |
4.55 |
3.17 |
| 6M High / 6M Low: |
5.29 |
0.82 |
| High (YTD): |
25/04/2024 |
5.29 |
| Low (YTD): |
02/01/2024 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.60% |
| Volatility 6M: |
|
159.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
