JP Morgan Put 66 NDA 19.07.2024
/ DE000JK8BXS1
JP Morgan Put 66 NDA 19.07.2024/ DE000JK8BXS1 /
| 2024-06-10 1:09:09 PM |
Chg.0.000 |
Bid2:31:47 PM |
Ask2:31:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.100
Bid Size: 2,000 |
0.200
Ask Size: 2,000 |
AURUBIS AG |
66.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
JK8BXS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
66.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.32 |
| Parity: |
-0.69 |
| Time value: |
0.31 |
| Break-even: |
62.90 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
2.31 |
| Spread abs.: |
0.20 |
| Spread %: |
181.82% |
| Delta: |
-0.28 |
| Theta: |
-0.07 |
| Omega: |
-6.60 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
-47.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.080 |
| 1M High / 1M Low: |
0.210 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
