JP Morgan Put 75 MS 19.07.2024
/ DE000JB59UM3
JP Morgan Put 75 MS 19.07.2024/ DE000JB59UM3 /
| 2024-06-03 10:46:39 AM |
Chg.-0.002 |
Bid12:38:18 PM |
Ask12:38:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-16.67% |
0.010
Bid Size: 7,500 |
0.025
Ask Size: 7,500 |
Morgan Stanley |
75.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB59UM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-391.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
-2.10 |
| Time value: |
0.02 |
| Break-even: |
68.88 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
4.37 |
| Spread abs.: |
0.01 |
| Spread %: |
150.00% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-14.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.012 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
-61.54% |
| 3 Months |
|
|
-92.31% |
| YTD |
|
|
-91.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.008 |
| 1M High / 1M Low: |
0.026 |
0.007 |
| 6M High / 6M Low: |
0.350 |
0.007 |
| High (YTD): |
2024-01-18 |
0.230 |
| Low (YTD): |
2024-05-22 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.58% |
| Volatility 6M: |
|
229.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
