JP Morgan Put 43 SGM 21.06.2024
/ DE000JB1RGQ2
JP Morgan Put 43 SGM 21.06.2024/ DE000JB1RGQ2 /
| 2024-05-20 8:11:05 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
43.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JB1RGQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
43.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.30 |
| Parity: |
0.36 |
| Time value: |
0.13 |
| Break-even: |
38.10 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
6.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
-0.67 |
| Theta: |
-0.20 |
| Omega: |
-5.37 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+45.45% |
| YTD |
|
|
+54.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.480 |
0.400 |
| 6M High / 6M Low: |
0.660 |
0.260 |
| High (YTD): |
2024-04-22 |
0.660 |
| Low (YTD): |
2024-03-13 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.443 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.22% |
| Volatility 6M: |
|
151.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
