JP Morgan Put 60 NDA 20.09.2024
/ DE000JB83ML2
JP Morgan Put 60 NDA 20.09.2024/ DE000JB83ML2 /
| 6/10/2024 3:19:42 PM |
Chg.0.000 |
Bid6/10/2024 |
Ask6/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
0.140
Bid Size: 2,000 |
0.290
Ask Size: 2,000 |
AURUBIS AG |
60.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
JB83ML |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.32 |
| Parity: |
-1.29 |
| Time value: |
0.45 |
| Break-even: |
55.50 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.30 |
| Spread %: |
200.00% |
| Delta: |
-0.23 |
| Theta: |
-0.04 |
| Omega: |
-3.75 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-73.08% |
| YTD |
|
|
-58.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.120 |
| 1M High / 1M Low: |
0.200 |
0.098 |
| 6M High / 6M Low: |
0.680 |
0.098 |
| High (YTD): |
2/13/2024 |
0.680 |
| Low (YTD): |
5/20/2024 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.359 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.95% |
| Volatility 6M: |
|
245.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
