JP Morgan Put 65 ON 21.06.2024
/ DE000JB3Z521
JP Morgan Put 65 ON 21.06.2024/ DE000JB3Z521 /
| 2024-06-07 9:53:41 AM |
Chg.+0.010 |
Bid7:54:30 PM |
Ask7:54:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
+45.45% |
0.033
Bid Size: 75,000 |
0.043
Ask Size: 75,000 |
ON Semiconductor |
65.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB3Z52 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-88.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.40 |
| Parity: |
-0.68 |
| Time value: |
0.08 |
| Break-even: |
58.93 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
15.73 |
| Spread abs.: |
0.04 |
| Spread %: |
114.29% |
| Delta: |
-0.17 |
| Theta: |
-0.07 |
| Omega: |
-14.73 |
| Rho: |
0.00 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.032 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.77% |
| 1 Month |
|
|
-82.22% |
| 3 Months |
|
|
-85.45% |
| YTD |
|
|
-86.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.022 |
| 1M High / 1M Low: |
0.180 |
0.022 |
| 6M High / 6M Low: |
0.680 |
0.022 |
| High (YTD): |
2024-04-22 |
0.680 |
| Low (YTD): |
2024-06-06 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
633.41% |
| Volatility 6M: |
|
350.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
