JP Morgan Put 56 BSN 21.06.2024
/ DE000JB3NPZ9
JP Morgan Put 56 BSN 21.06.2024/ DE000JB3NPZ9 /
| 06/06/2024 11:30:28 |
Chg.- |
Bid11:15:46 |
Ask11:15:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
- |
0.009
Bid Size: 75,000 |
0.019
Ask Size: 75,000 |
DANONE S.A. EO -,25 |
56.00 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
JB3NPZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
56.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-37.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.13 |
| Parity: |
-0.39 |
| Time value: |
0.16 |
| Break-even: |
54.40 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
8.74 |
| Spread abs.: |
0.15 |
| Spread %: |
1,354.55% |
| Delta: |
-0.29 |
| Theta: |
-0.10 |
| Omega: |
-10.75 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.012 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-68.63% |
| 3 Months |
|
|
-89.33% |
| YTD |
|
|
-92.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.018 |
0.012 |
| 1M High / 1M Low: |
0.051 |
0.012 |
| 6M High / 6M Low: |
0.240 |
0.012 |
| High (YTD): |
10/04/2024 |
0.190 |
| Low (YTD): |
05/06/2024 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.32% |
| Volatility 6M: |
|
174.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
