JP Morgan Put 68 NDA 20.09.2024
/ DE000JB83MS7
JP Morgan Put 68 NDA 20.09.2024/ DE000JB83MS7 /
| 2024-06-10 3:19:43 PM |
Chg.-0.010 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-2.94% |
0.330
Bid Size: 2,000 |
0.430
Ask Size: 2,000 |
AURUBIS AG |
68.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB83MS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.32 |
| Parity: |
-0.49 |
| Time value: |
0.55 |
| Break-even: |
62.50 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.20 |
| Spread %: |
57.14% |
| Delta: |
-0.34 |
| Theta: |
-0.03 |
| Omega: |
-4.47 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-66.33% |
| YTD |
|
|
-45.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.270 |
| 1M High / 1M Low: |
0.440 |
0.220 |
| 6M High / 6M Low: |
1.170 |
0.220 |
| High (YTD): |
2024-03-05 |
1.170 |
| Low (YTD): |
2024-05-20 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.664 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.44% |
| Volatility 6M: |
|
200.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
