JP Morgan Put 76 BNR 20.12.2024
/ DE000JB6L441
JP Morgan Put 76 BNR 20.12.2024/ DE000JB6L441 /
| 2024-05-30 2:06:29 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
76.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
JB6L44 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
1.10 |
| Time value: |
0.05 |
| Break-even: |
64.50 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-4.13 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.14 |
| High: |
1.15 |
| Low: |
1.14 |
| Previous Close: |
1.15 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
+134.69% |
| YTD |
|
|
+144.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.15 |
0.86 |
| 6M High / 6M Low: |
1.15 |
0.32 |
| High (YTD): |
2024-05-30 |
1.15 |
| Low (YTD): |
2024-03-06 |
0.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.69% |
| Volatility 6M: |
|
126.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
