JP Morgan Put 480 NFLX 20.09.2024
/ DE000JB63RS8
JP Morgan Put 480 NFLX 20.09.2024/ DE000JB63RS8 /
2024-06-10 10:23:57 AM |
Chg.+0.030 |
Bid1:09:10 PM |
Ask1:09:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+10.71% |
0.300 Bid Size: 2,000 |
0.340 Ask Size: 2,000 |
Netflix Inc |
480.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
JB63RS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Netflix Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
480.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-17 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-178.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.32 |
Parity: |
-14.98 |
Time value: |
0.33 |
Break-even: |
441.98 |
Moneyness: |
0.75 |
Premium: |
0.26 |
Premium p.a.: |
1.27 |
Spread abs.: |
0.05 |
Spread %: |
16.13% |
Delta: |
-0.06 |
Theta: |
-0.07 |
Omega: |
-10.47 |
Rho: |
-0.11 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.06% |
1 Month |
|
|
-49.18% |
3 Months |
|
|
-77.86% |
YTD |
|
|
-93.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.280 |
1M High / 1M Low: |
0.610 |
0.280 |
6M High / 6M Low: |
5.610 |
0.280 |
High (YTD): |
2024-01-02 |
5.460 |
Low (YTD): |
2024-06-07 |
0.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.320 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.398 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.075 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.09% |
Volatility 6M: |
|
162.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |