JP Morgan Put 45 SLB 20.09.2024
/ DE000JB4KSG7
JP Morgan Put 45 SLB 20.09.2024/ DE000JB4KSG7 /
| 2024-06-04 10:56:22 AM |
Chg.+0.090 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+45.00% |
-
Bid Size: - |
-
Ask Size: - |
Schlumberger Ltd |
45.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB4KSG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.09 |
| Time value: |
0.20 |
| Break-even: |
38.36 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-6.83 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.11% |
| 1 Month |
|
|
+52.63% |
| 3 Months |
|
|
+31.82% |
| YTD |
|
|
+16.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.180 |
| 1M High / 1M Low: |
0.290 |
0.120 |
| 6M High / 6M Low: |
0.380 |
0.086 |
| High (YTD): |
2024-01-17 |
0.370 |
| Low (YTD): |
2024-04-02 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.90% |
| Volatility 6M: |
|
177.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
