JP Morgan Put 64 BNR 20.12.2024
/ DE000JB48ZU8
JP Morgan Put 64 BNR 20.12.2024/ DE000JB48ZU8 /
| 9/20/2024 5:06:14 PM |
Chg.+0.150 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+75.00% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
64.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.25 |
| Time value: |
0.16 |
| Break-even: |
59.90 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
13.89% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-8.71 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.230 |
| High: |
0.350 |
| Low: |
0.230 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.17% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
-5.41% |
| YTD |
|
|
+94.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.200 |
| 1M High / 1M Low: |
0.350 |
0.180 |
| 6M High / 6M Low: |
0.390 |
0.140 |
| High (YTD): |
8/14/2024 |
0.390 |
| Low (YTD): |
3/5/2024 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.22% |
| Volatility 6M: |
|
200.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
