JP Morgan Put 32100 DJI 21.06.2024
/ DE000JB28LH7
JP Morgan Put 32100 DJI 21.06.202.../ DE000JB28LH7 /
2024-04-03 11:06:47 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.053EUR |
- |
- Bid Size: - |
- Ask Size: - |
DOW JONES INDUSTRIAL... |
32,100.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JB28LH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
32,100.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-29 |
Last trading day: |
2024-04-04 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-191.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.10 |
Parity: |
-6.13 |
Time value: |
0.20 |
Break-even: |
31,900.00 |
Moneyness: |
0.84 |
Premium: |
0.17 |
Premium p.a.: |
2.13 |
Spread abs.: |
0.15 |
Spread %: |
270.37% |
Delta: |
-0.08 |
Theta: |
-7.53 |
Omega: |
-15.44 |
Rho: |
-4.41 |
Quote data
Open: |
0.053 |
High: |
0.053 |
Low: |
0.053 |
Previous Close: |
0.055 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-62.14% |
YTD |
|
|
-76.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.053 |
0.053 |
6M High / 6M Low: |
0.740 |
0.038 |
High (YTD): |
2024-01-02 |
0.260 |
Low (YTD): |
2024-03-28 |
0.038 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.053 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.237 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
157.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |