JP Morgan Put 46 SLB 16.08.2024
/ DE000JB8A2X3
JP Morgan Put 46 SLB 16.08.2024/ DE000JB8A2X3 /
| 6/4/2024 12:14:51 PM |
Chg.+0.110 |
Bid8:12:36 PM |
Ask8:12:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+55.00% |
0.340
Bid Size: 250,000 |
0.350
Ask Size: 250,000 |
Schlumberger Ltd |
46.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JB8A2X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.18 |
| Time value: |
0.11 |
| Break-even: |
39.33 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-8.37 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.22% |
| 1 Month |
|
|
+72.22% |
| 3 Months |
|
|
+34.78% |
| YTD |
|
|
+19.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.180 |
| 1M High / 1M Low: |
0.220 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/18/2024 |
0.370 |
| Low (YTD): |
4/4/2024 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
