JP Morgan Put 76 NDA 21.06.2024
/ DE000JK51WE4
JP Morgan Put 76 NDA 21.06.2024/ DE000JK51WE4 /
| 2024-06-10 12:47:39 PM |
Chg.+0.030 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+8.33% |
0.390
Bid Size: 2,000 |
0.490
Ask Size: 2,000 |
AURUBIS AG |
76.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
JK51WE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.32 |
| Parity: |
0.32 |
| Time value: |
0.29 |
| Break-even: |
70.00 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
2.57 |
| Spread abs.: |
0.20 |
| Spread %: |
50.00% |
| Delta: |
-0.58 |
| Theta: |
-0.18 |
| Omega: |
-7.09 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.390 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.57% |
| 1 Month |
|
|
-33.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.230 |
| 1M High / 1M Low: |
0.590 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
455.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
