JP Morgan Put 390 PPX 20.09.2024
/ DE000JB7X2Y5
JP Morgan Put 390 PPX 20.09.2024/ DE000JB7X2Y5 /
| 5/15/2024 9:08:44 AM |
Chg.-0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-5.00% |
-
Bid Size: - |
-
Ask Size: - |
KERING S.A. INH. ... |
390.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.51 |
| Time value: |
0.08 |
| Break-even: |
331.00 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
11.32% |
| Delta: |
-0.69 |
| Theta: |
-0.07 |
| Omega: |
-3.95 |
| Rho: |
-1.02 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+185.00% |
| YTD |
|
|
+58.33% |
| 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): |
4/25/2024 |
0.740 |
| Low (YTD): |
3/14/2024 |
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: |
|
- |
