JP Morgan Put 48 SLB 17.05.2024
/ DE000JB15202
JP Morgan Put 48 SLB 17.05.2024/ DE000JB15202 /
| 5/15/2024 10:33:29 AM |
Chg.+0.001 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
+4.55% |
-
Bid Size: - |
-
Ask Size: - |
Schlumberger Ltd |
48.00 USD |
5/17/2024 |
Put |
Master data
| WKN: |
JB1520 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 USD |
| Maturity: |
5/17/2024 |
| Issue date: |
9/21/2023 |
| Last trading day: |
5/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-132.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
-0.06 |
| Time value: |
0.03 |
| Break-even: |
44.05 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
38.26 |
| Spread abs.: |
0.01 |
| Spread %: |
41.67% |
| Delta: |
-0.34 |
| Theta: |
-0.13 |
| Omega: |
-44.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.023 |
| Previous Close: |
0.022 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.49% |
| 1 Month |
|
|
-65.15% |
| 3 Months |
|
|
-91.48% |
| YTD |
|
|
-88.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.063 |
0.022 |
| 1M High / 1M Low: |
0.110 |
0.022 |
| 6M High / 6M Low: |
0.330 |
0.022 |
| High (YTD): |
1/17/2024 |
0.330 |
| Low (YTD): |
5/14/2024 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.181 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.35% |
| Volatility 6M: |
|
323.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
