JP Morgan Put 50 SLB 16.08.2024
/ DE000JB8A2Z8
JP Morgan Put 50 SLB 16.08.2024/ DE000JB8A2Z8 /
| 2024-06-04 12:14:51 PM |
Chg.+0.170 |
Bid4:04:34 PM |
Ask4:04:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+38.64% |
0.640
Bid Size: 150,000 |
0.650
Ask Size: 150,000 |
Schlumberger Ltd |
50.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB8A2Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.54 |
| Time value: |
0.05 |
| Break-even: |
39.94 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-5.21 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.78% |
| 1 Month |
|
|
+69.44% |
| 3 Months |
|
|
+56.41% |
| YTD |
|
|
+52.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.400 |
| 1M High / 1M Low: |
0.470 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-18 |
0.550 |
| Low (YTD): |
2024-04-08 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.356 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
