JP Morgan Put 36 BAC 21.06.2024
/ DE000JS6UA22
JP Morgan Put 36 BAC 21.06.2024/ DE000JS6UA22 /
6/13/2024 8:37:10 AM |
Chg.-0.001 |
Bid12:35:59 PM |
Ask12:35:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.002EUR |
-33.33% |
0.002 Bid Size: 15,000 |
0.012 Ask Size: 15,000 |
VERIZON COMM. INC. D... |
36.00 - |
6/21/2024 |
Put |
Master data
WKN: |
JS6UA2 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
VERIZON COMM. INC. DL-,10 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
36.00 - |
Maturity: |
6/21/2024 |
Issue date: |
1/31/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-282.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.22 |
Parity: |
-0.08 |
Time value: |
0.01 |
Break-even: |
35.87 |
Moneyness: |
0.98 |
Premium: |
0.02 |
Premium p.a.: |
2.05 |
Spread abs.: |
0.01 |
Spread %: |
333.33% |
Delta: |
-0.21 |
Theta: |
-0.02 |
Omega: |
-60.62 |
Rho: |
0.00 |
Quote data
Open: |
0.002 |
High: |
0.002 |
Low: |
0.002 |
Previous Close: |
0.003 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-95.92% |
YTD |
|
|
-98.67% |
1 Year |
|
|
-99.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.003 |
0.002 |
1M High / 1M Low: |
0.007 |
0.002 |
6M High / 6M Low: |
0.160 |
0.002 |
High (YTD): |
1/2/2024 |
0.140 |
Low (YTD): |
6/10/2024 |
0.002 |
52W High: |
10/4/2023 |
0.590 |
52W Low: |
6/10/2024 |
0.002 |
Avg. price 1W: |
|
0.003 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.004 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.049 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.213 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
482.79% |
Volatility 6M: |
|
308.86% |
Volatility 1Y: |
|
236.33% |
Volatility 3Y: |
|
- |