JP Morgan Put 430 PPX 21.06.2024
/ DE000JB2RT42
JP Morgan Put 430 PPX 21.06.2024/ DE000JB2RT42 /
| 2024-04-24 8:11:13 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
KERING S.A. INH. ... |
430.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JB2RT4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
KERING S.A. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
430.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-04-24 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.28 |
| Parity: |
0.93 |
| Time value: |
0.21 |
| Break-even: |
316.00 |
| Moneyness: |
1.28 |
| Premium: |
0.06 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
-0.67 |
| Theta: |
-0.60 |
| Omega: |
-1.99 |
| Rho: |
-0.34 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
0.90 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+270.97% |
| YTD |
|
|
+125.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.15 |
0.90 |
| 6M High / 6M Low: |
1.15 |
0.25 |
| High (YTD): |
2024-04-24 |
1.15 |
| Low (YTD): |
2024-02-23 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.76% |
| Volatility 6M: |
|
262.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
