JP Morgan Put 26 CTRA 19.07.2024
/ DE000JB52MJ1
JP Morgan Put 26 CTRA 19.07.2024/ DE000JB52MJ1 /
| 2024-05-29 10:44:25 AM |
Chg.-0.007 |
Bid3:03:33 PM |
Ask3:03:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
-10.29% |
0.064
Bid Size: 3,000 |
0.074
Ask Size: 3,000 |
Coterra Energy Inc |
26.00 - |
2024-07-19 |
Put |
Master data
| WKN: |
JB52MJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Coterra Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.21 |
| Parity: |
0.06 |
| Time value: |
0.01 |
| Break-even: |
25.26 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
15.63% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-22.10 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.69% |
| 1 Month |
|
|
-36.46% |
| 3 Months |
|
|
-75.60% |
| YTD |
|
|
-78.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.064 |
| 1M High / 1M Low: |
0.140 |
0.046 |
| 6M High / 6M Low: |
0.360 |
0.046 |
| High (YTD): |
2024-02-15 |
0.340 |
| Low (YTD): |
2024-05-21 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.97% |
| Volatility 6M: |
|
173.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
