JP Morgan Put 54 NDA 20.09.2024
/ DE000JB77NW9
JP Morgan Put 54 NDA 20.09.2024/ DE000JB77NW9 /
| 19/06/2024 16:23:24 |
Chg.-0.005 |
Bid21:45:25 |
Ask21:45:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
-7.69% |
0.060
Bid Size: 1,000 |
0.560
Ask Size: 1,000 |
AURUBIS AG |
54.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
JB77NW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
54.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.32 |
| Parity: |
-1.84 |
| Time value: |
0.57 |
| Break-even: |
48.30 |
| Moneyness: |
0.75 |
| Premium: |
0.33 |
| Premium p.a.: |
2.08 |
| Spread abs.: |
0.50 |
| Spread %: |
763.64% |
| Delta: |
-0.20 |
| Theta: |
-0.06 |
| Omega: |
-2.56 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.060 |
| Previous Close: |
0.065 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.45% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
-71.43% |
| YTD |
|
|
-71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.065 |
| 1M High / 1M Low: |
0.089 |
0.051 |
| 6M High / 6M Low: |
0.430 |
0.051 |
| High (YTD): |
13/02/2024 |
0.430 |
| Low (YTD): |
20/05/2024 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.203 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.05% |
| Volatility 6M: |
|
276.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
