JP Morgan Put 52 BSN 20.12.2024
/ DE000JK342D8
JP Morgan Put 52 BSN 20.12.2024/ DE000JK342D8 /
| 2024-06-14 12:43:23 PM |
Chg.+0.008 |
Bid3:43:53 PM |
Ask3:43:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
+11.43% |
0.089
Bid Size: 100,000 |
0.099
Ask Size: 100,000 |
DANONE S.A. EO -,25 |
52.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
JK342D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.13 |
| Parity: |
-0.78 |
| Time value: |
0.27 |
| Break-even: |
49.30 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.20 |
| Spread %: |
291.30% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-5.30 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.078 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.42% |
| 1 Month |
|
|
-6.02% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.067 |
| 1M High / 1M Low: |
0.086 |
0.067 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
