JP Morgan Put 70 NDA 19.07.2024
/ DE000JK8BXU7
JP Morgan Put 70 NDA 19.07.2024/ DE000JK8BXU7 /
| 2024-06-10 10:12:15 AM |
Chg.+0.010 |
Bid11:55:47 AM |
Ask11:55:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.230
Bid Size: 2,000 |
0.320
Ask Size: 2,000 |
AURUBIS AG |
70.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
JK8BXU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.32 |
| Parity: |
-0.29 |
| Time value: |
0.42 |
| Break-even: |
65.80 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.20 |
| Spread %: |
90.91% |
| Delta: |
-0.37 |
| Theta: |
-0.07 |
| Omega: |
-6.49 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.67% |
| 1 Month |
|
|
-37.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.150 |
| 1M High / 1M Low: |
0.350 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
