JP Morgan Put 45 BMY 17.05.2024
/ DE000JK2QJR3
JP Morgan Put 45 BMY 17.05.2024/ DE000JK2QJR3 /
| 2024-05-16 10:59:47 AM |
Chg.-0.001 |
Bid3:38:08 PM |
Ask3:38:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-2.56% |
0.081
Bid Size: 75,000 |
0.110
Ask Size: 75,000 |
Bristol Myers Squibb... |
45.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK2QJR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-68.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
0.04 |
| Time value: |
0.02 |
| Break-even: |
40.73 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
4.27 |
| Spread abs.: |
0.01 |
| Spread %: |
20.00% |
| Delta: |
-0.67 |
| Theta: |
-0.16 |
| Omega: |
-45.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.039 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.33% |
| 1 Month |
|
|
-9.52% |
| 3 Months |
|
|
-50.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.036 |
| 1M High / 1M Low: |
0.140 |
0.019 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,338.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
