JP Morgan Put 390 PPX 20.09.2024
/ DE000JB7X2Y5
JP Morgan Put 390 PPX 20.09.2024/ DE000JB7X2Y5 /
2024-05-16 9:02:43 AM |
Chg.-0.010 |
Bid12:08:18 PM |
Ask12:08:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
-1.75% |
0.550 Bid Size: 250,000 |
0.560 Ask Size: 250,000 |
KERING S.A. INH. ... |
390.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
JB7X2Y |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
KERING S.A. INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
390.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-05 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.38 |
Historic volatility: |
0.28 |
Parity: |
0.53 |
Time value: |
0.09 |
Break-even: |
328.00 |
Moneyness: |
1.16 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
10.71% |
Delta: |
-0.68 |
Theta: |
-0.08 |
Omega: |
-3.71 |
Rho: |
-1.02 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.560 |
Previous Close: |
0.570 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
-1.75% |
3 Months |
|
|
+180.00% |
YTD |
|
|
+55.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.560 |
1M High / 1M Low: |
0.740 |
0.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-25 |
0.740 |
Low (YTD): |
2024-03-14 |
0.170 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.629 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |