JP Morgan Put 44 SLB 21.06.2024
/ DE000JB4Y8S6
JP Morgan Put 44 SLB 21.06.2024/ DE000JB4Y8S6 /
| 2024-06-04 9:24:05 AM |
Chg.+0.069 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+168.29% |
-
Bid Size: - |
-
Ask Size: - |
Schlumberger Ltd |
44.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB4Y8S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-0.01 |
| Time value: |
0.11 |
| Break-even: |
39.24 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
-0.47 |
| Theta: |
-0.03 |
| Omega: |
-17.16 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.041 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+197.30% |
| 1 Month |
|
|
+107.55% |
| 3 Months |
|
|
-8.33% |
| YTD |
|
|
-26.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.034 |
| 1M High / 1M Low: |
0.057 |
0.016 |
| 6M High / 6M Low: |
0.250 |
0.016 |
| High (YTD): |
2024-01-17 |
0.230 |
| Low (YTD): |
2024-05-21 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
518.15% |
| Volatility 6M: |
|
304.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
