JP Morgan Put 50 CTVA 16.08.2024
/ DE000JB0VGF9
JP Morgan Put 50 CTVA 16.08.2024/ DE000JB0VGF9 /
| 2024-06-11 12:29:35 PM |
Chg.+0.030 |
Bid8:08:21 PM |
Ask8:08:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+13.04% |
0.250
Bid Size: 150,000 |
0.260
Ask Size: 150,000 |
Corteva Inc |
50.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB0VGF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Corteva Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-08-29 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
-0.16 |
| Time value: |
0.28 |
| Break-even: |
43.65 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
-0.38 |
| Theta: |
-0.03 |
| Omega: |
-6.53 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.94% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
-21.21% |
| YTD |
|
|
-58.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.170 |
| 1M High / 1M Low: |
0.230 |
0.140 |
| 6M High / 6M Low: |
0.780 |
0.130 |
| High (YTD): |
2024-01-18 |
0.750 |
| Low (YTD): |
2024-05-10 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.384 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.83% |
| Volatility 6M: |
|
141.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
