JP Morgan Put 65 MCHP 15.11.2024
/ DE000JB86X57
JP Morgan Put 65 MCHP 15.11.2024/ DE000JB86X57 /
| 2024-06-05 9:48:40 AM |
Chg.+0.005 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
+8.47% |
-
Bid Size: - |
-
Ask Size: - |
Microchip Technology... |
65.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JB86X5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-118.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
-2.67 |
| Time value: |
0.07 |
| Break-even: |
59.01 |
| Moneyness: |
0.69 |
| Premium: |
0.32 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.01 |
| Spread %: |
23.44% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-7.46 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.75% |
| 1 Month |
|
|
-57.33% |
| 3 Months |
|
|
-69.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.052 |
| 1M High / 1M Low: |
0.130 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
