JP Morgan Put 54 BSN 21.06.2024
/ DE000JB1YVM6
JP Morgan Put 54 BSN 21.06.2024/ DE000JB1YVM6 /
10/06/2024 08:10:57 |
Chg.0.000 |
Bid13:30:59 |
Ask13:30:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.004EUR |
0.00% |
0.004 Bid Size: 50,000 |
0.014 Ask Size: 50,000 |
DANONE S.A. EO -,25 |
54.00 EUR |
21/06/2024 |
Put |
Master data
WKN: |
JB1YVM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
DANONE S.A. EO -,25 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
54.00 EUR |
Maturity: |
21/06/2024 |
Issue date: |
05/09/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-37.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.99 |
Historic volatility: |
0.13 |
Parity: |
-0.60 |
Time value: |
0.16 |
Break-even: |
52.40 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
51.77 |
Spread abs.: |
0.16 |
Spread %: |
3,100.00% |
Delta: |
-0.24 |
Theta: |
-0.14 |
Omega: |
-9.01 |
Rho: |
0.00 |
Quote data
Open: |
0.004 |
High: |
0.004 |
Low: |
0.004 |
Previous Close: |
0.004 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-77.78% |
3 Months |
|
|
-95.29% |
YTD |
|
|
-97.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.007 |
0.003 |
1M High / 1M Low: |
0.018 |
0.003 |
6M High / 6M Low: |
0.170 |
0.003 |
High (YTD): |
02/01/2024 |
0.130 |
Low (YTD): |
05/06/2024 |
0.003 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.005 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.011 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.074 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
519.50% |
Volatility 6M: |
|
268.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |