JP Morgan Put 55 FMC 21.06.2024
/ DE000JB6WR35
JP Morgan Put 55 FMC 21.06.2024/ DE000JB6WR35 /
| 07/06/2024 10:35:42 |
Chg.-0.022 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-25.58% |
-
Bid Size: - |
-
Ask Size: - |
FMC Corp |
55.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
JB6WR3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-37.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.41 |
| Parity: |
-0.15 |
| Time value: |
0.14 |
| Break-even: |
49.52 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
3.62 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
-0.36 |
| Theta: |
-0.08 |
| Omega: |
-13.54 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.086 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
-77.93% |
| YTD |
|
|
-84.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.051 |
| 1M High / 1M Low: |
0.160 |
0.030 |
| 6M High / 6M Low: |
0.750 |
0.030 |
| High (YTD): |
21/02/2024 |
0.750 |
| Low (YTD): |
13/05/2024 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
762.41% |
| Volatility 6M: |
|
386.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
