JP Morgan Put 76 NDA 20.12.2024
/ DE000JB3GDZ9
JP Morgan Put 76 NDA 20.12.2024/ DE000JB3GDZ9 /
| 10/06/2024 18:18:35 |
Chg.-0.030 |
Bid19:34:23 |
Ask19:34:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-3.37% |
0.840
Bid Size: 2,000 |
1.340
Ask Size: 2,000 |
AURUBIS AG |
76.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
JB3GDZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.32 |
| Parity: |
0.32 |
| Time value: |
0.90 |
| Break-even: |
63.90 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.30 |
| Spread %: |
32.97% |
| Delta: |
-0.45 |
| Theta: |
-0.02 |
| Omega: |
-2.69 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.860 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.26% |
| 1 Month |
|
|
-14.00% |
| 3 Months |
|
|
-48.19% |
| YTD |
|
|
-21.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.780 |
| 1M High / 1M Low: |
1.000 |
0.670 |
| 6M High / 6M Low: |
1.870 |
0.670 |
| High (YTD): |
05/03/2024 |
1.870 |
| Low (YTD): |
20/05/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.809 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.240 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.56% |
| Volatility 6M: |
|
125.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
