JP Morgan Put 320 HDI 16.08.2024
/ DE000JB8BYK7
JP Morgan Put 320 HDI 16.08.2024/ DE000JB8BYK7 /
| 2024-06-12 12:23:10 PM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HOME DEPOT INC. D... |
320.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
JB8BYK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HOME DEPOT INC. DL-,05 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.95 |
| Time value: |
0.59 |
| Break-even: |
314.10 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.10 |
| Spread %: |
20.41% |
| Delta: |
-0.32 |
| Theta: |
-0.07 |
| Omega: |
-17.88 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.26% |
| 3 Months |
|
|
+63.33% |
| YTD |
|
|
-55.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.490 |
| 1M High / 1M Low: |
0.920 |
0.410 |
| 6M High / 6M Low: |
1.360 |
0.200 |
| High (YTD): |
2024-01-05 |
1.360 |
| Low (YTD): |
2024-03-21 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.714 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.75% |
| Volatility 6M: |
|
248.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
