JP Morgan Put 64 BNR 20.12.2024
/ DE000JB48ZU8
JP Morgan Put 64 BNR 20.12.2024/ DE000JB48ZU8 /
| 2024-06-14 6:22:29 PM |
Chg.+0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
64.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
JB48ZU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.14 |
| Time value: |
0.34 |
| Break-even: |
60.60 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-7.23 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.340 |
| High: |
0.370 |
| Low: |
0.340 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+36.00% |
| 3 Months |
|
|
+112.50% |
| YTD |
|
|
+88.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.270 |
| 1M High / 1M Low: |
0.360 |
0.220 |
| 6M High / 6M Low: |
0.360 |
0.098 |
| High (YTD): |
2024-06-04 |
0.360 |
| Low (YTD): |
2024-03-05 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.51% |
| Volatility 6M: |
|
145.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
