JP Morgan Put 9 WBD 20.09.2024
/ DE000JK3W4M2
JP Morgan Put 9 WBD 20.09.2024/ DE000JK3W4M2 /
| 2024-06-18 10:00:22 AM |
Chg.- |
Bid8:31:15 AM |
Ask8:31:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Warner Brothers Disc... |
9.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK3W4M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
9.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.45 |
| Parity: |
0.17 |
| Time value: |
0.04 |
| Break-even: |
6.28 |
| Moneyness: |
1.26 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-2.09 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
+35.71% |
| 3 Months |
|
|
+18.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.140 |
| 1M High / 1M Low: |
0.190 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
