JP Morgan Put 340 HD 21.06.2024
/ DE000JB7VHF2
JP Morgan Put 340 HD 21.06.2024/ DE000JB7VHF2 /
| 2024-06-12 2:18:14 PM |
Chg.-0.360 |
Bid4:04:23 PM |
Ask4:04:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-37.89% |
0.170
Bid Size: 20,000 |
0.200
Ask Size: 20,000 |
Home Depot Inc |
340.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB7VHF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.40 |
| Time value: |
0.36 |
| Break-even: |
308.98 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.15 |
| Spread %: |
24.59% |
| Delta: |
-0.60 |
| Theta: |
-0.28 |
| Omega: |
-24.52 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.14% |
| 1 Month |
|
|
-14.49% |
| 3 Months |
|
|
+63.89% |
| YTD |
|
|
-57.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.910 |
| 1M High / 1M Low: |
1.700 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-05 |
1.750 |
| Low (YTD): |
2024-03-21 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.047 |
| Avg. volume 1M: |
|
392.727 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
477.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
