JP Morgan Put 68 BNR 21.06.2024
/ DE000JB5EQD8
JP Morgan Put 68 BNR 21.06.2024/ DE000JB5EQD8 /
2024-05-24 6:21:58 PM |
Chg.+0.040 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+14.81% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
68.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
JB5EQD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
68.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-24.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
0.07 |
Time value: |
0.20 |
Break-even: |
65.30 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.46 |
Spread abs.: |
-0.01 |
Spread %: |
-3.57% |
Delta: |
-0.52 |
Theta: |
-0.04 |
Omega: |
-12.86 |
Rho: |
-0.03 |
Quote data
Open: |
0.320 |
High: |
0.350 |
Low: |
0.310 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+106.67% |
1 Month |
|
|
+244.44% |
3 Months |
|
|
+520.00% |
YTD |
|
|
+260.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.097 |
1M High / 1M Low: |
0.270 |
0.027 |
6M High / 6M Low: |
0.270 |
0.027 |
High (YTD): |
2024-05-23 |
0.270 |
Low (YTD): |
2024-05-10 |
0.027 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.183 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.098 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.101 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,143.76% |
Volatility 6M: |
|
493.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |