JP Morgan Put 68 BNR 21.06.2024
/ DE000JB5EQD8
JP Morgan Put 68 BNR 21.06.2024/ DE000JB5EQD8 /
| 10/06/2024 16:16:43 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
68.00 - |
21/06/2024 |
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 - |
| Maturity: |
21/06/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
11/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.19 |
| Parity: |
0.21 |
| Time value: |
0.12 |
| Break-even: |
64.70 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
-0.64 |
| Theta: |
-0.10 |
| Omega: |
-12.71 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.310 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1048.15% |
| 3 Months |
|
|
+264.71% |
| YTD |
|
|
+260.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.280 |
| 1M High / 1M Low: |
0.360 |
0.029 |
| 6M High / 6M Low: |
0.360 |
0.027 |
| High (YTD): |
04/06/2024 |
0.360 |
| Low (YTD): |
10/05/2024 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,143.28% |
| Volatility 6M: |
|
495.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
