JP Morgan Put 230 BOX 21.06.2024
/ DE000JB4H2E0
JP Morgan Put 230 BOX 21.06.2024/ DE000JB4H2E0 /
| 27/05/2024 09:37:54 |
Chg.+0.130 |
Bid18:24:02 |
Ask18:24:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+17.33% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
230.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
JB4H2E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
25/10/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
1.91 |
| Time value: |
-1.03 |
| Break-even: |
221.20 |
| Moneyness: |
1.09 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.52 |
| Spread abs.: |
0.08 |
| Spread %: |
10.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.23% |
| 1 Month |
|
|
-23.48% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-35.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.500 |
| 1M High / 1M Low: |
1.110 |
0.500 |
| 6M High / 6M Low: |
1.870 |
0.500 |
| High (YTD): |
17/01/2024 |
1.700 |
| Low (YTD): |
21/05/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.699 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.212 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.90% |
| Volatility 6M: |
|
157.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
