JP Morgan Put 60 ON 21.06.2024
/ DE000JB6QT31
JP Morgan Put 60 ON 21.06.2024/ DE000JB6QT31 /
| 2024-06-07 9:43:10 AM |
Chg.+0.004 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
+80.00% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
60.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB6QT3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-103.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.40 |
| Parity: |
-1.14 |
| Time value: |
0.06 |
| Break-even: |
54.44 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
76.36 |
| Spread abs.: |
0.06 |
| Spread %: |
600.00% |
| Delta: |
-0.11 |
| Theta: |
-0.07 |
| Omega: |
-11.50 |
| Rho: |
0.00 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.75% |
| 1 Month |
|
|
-83.02% |
| 3 Months |
|
|
-90.43% |
| YTD |
|
|
-94.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.005 |
| 1M High / 1M Low: |
0.053 |
0.005 |
| 6M High / 6M Low: |
0.420 |
0.005 |
| High (YTD): |
2024-04-22 |
0.420 |
| Low (YTD): |
2024-06-06 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.157 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,202.27% |
| Volatility 6M: |
|
554.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
