JP Morgan Put 72 NDA 21.06.2024
/ DE000JK6SL95
JP Morgan Put 72 NDA 21.06.2024/ DE000JK6SL95 /
| 6/7/2024 3:06:33 PM |
Chg.+0.060 |
Bid3:29:33 PM |
Ask3:29:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+54.55% |
0.170
Bid Size: 2,000 |
0.250
Ask Size: 2,000 |
AURUBIS AG |
72.00 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
JK6SL9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
4/11/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.32 |
| Parity: |
-0.23 |
| Time value: |
0.31 |
| Break-even: |
68.90 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
5.23 |
| Spread abs.: |
0.20 |
| Spread %: |
181.82% |
| Delta: |
-0.38 |
| Theta: |
-0.14 |
| Omega: |
-9.15 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.150 |
| High: |
0.170 |
| Low: |
0.150 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+169.84% |
| 1 Month |
|
|
-67.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.063 |
| 1M High / 1M Low: |
0.520 |
0.063 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
557.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
