JP Morgan Put 390 MDB 21.06.2024
/ DE000JB2Y989
JP Morgan Put 390 MDB 21.06.2024/ DE000JB2Y989 /
| 2024-05-23 12:53:26 PM |
Chg.-0.020 |
Bid8:20:48 PM |
Ask8:20:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-4.76% |
0.470
Bid Size: 250,000 |
0.480
Ask Size: 250,000 |
MongoDB Inc |
390.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB2Y98 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MongoDB Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
390.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.47 |
| Parity: |
0.27 |
| Time value: |
0.17 |
| Break-even: |
316.85 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
-0.60 |
| Theta: |
-0.44 |
| Omega: |
-4.59 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.11% |
| 1 Month |
|
|
-32.20% |
| 3 Months |
|
|
+21.21% |
| YTD |
|
|
-4.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.370 |
| 1M High / 1M Low: |
0.590 |
0.370 |
| 6M High / 6M Low: |
0.680 |
0.240 |
| High (YTD): |
2024-04-22 |
0.680 |
| Low (YTD): |
2024-02-12 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.468 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.84% |
| Volatility 6M: |
|
139.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
