JP Morgan Put 390 PPX 20.09.2024
/ DE000JB7X2Y5
JP Morgan Put 390 PPX 20.09.2024/ DE000JB7X2Y5 /
| 16/05/2024 09:02:43 |
Chg.-0.010 |
Bid15:15:26 |
Ask15:15:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-1.75% |
0.560
Bid Size: 250,000 |
0.570
Ask Size: 250,000 |
KERING S.A. INH. ... |
390.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/09/2024 |
| 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): |
25/04/2024 |
0.740 |
| Low (YTD): |
14/03/2024 |
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: |
|
- |
