JP Morgan Put 90 NKE 19.07.2024
/ DE000JB52N75
JP Morgan Put 90 NKE 19.07.2024/ DE000JB52N75 /
2024-05-30 10:50:52 AM |
Chg.-0.010 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-3.23% |
- Bid Size: - |
- Ask Size: - |
Nike Inc |
90.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JB52N7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Nike Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 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: |
-28.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
-0.15 |
Time value: |
0.30 |
Break-even: |
80.36 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.01 |
Spread %: |
3.23% |
Delta: |
-0.40 |
Theta: |
-0.03 |
Omega: |
-11.37 |
Rho: |
-0.05 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
+42.86% |
YTD |
|
|
+57.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.280 |
1M High / 1M Low: |
0.380 |
0.270 |
6M High / 6M Low: |
0.470 |
0.120 |
High (YTD): |
2024-04-08 |
0.470 |
Low (YTD): |
2024-01-02 |
0.190 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.300 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.260 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.56% |
Volatility 6M: |
|
204.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |