JP Morgan Put 90 SY1 21.06.2024
/ DE000JS76Z33
JP Morgan Put 90 SY1 21.06.2024/ DE000JS76Z33 /
2024-05-28 10:21:23 AM |
Chg.-0.002 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.002EUR |
-50.00% |
- Bid Size: - |
- Ask Size: - |
SYMRISE AG INH. O.N. |
90.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JS76Z3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SYMRISE AG INH. O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-17 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-196.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.21 |
Parity: |
-1.61 |
Time value: |
0.05 |
Break-even: |
89.46 |
Moneyness: |
0.85 |
Premium: |
0.16 |
Premium p.a.: |
8.17 |
Spread abs.: |
0.05 |
Spread %: |
1,250.00% |
Delta: |
-0.08 |
Theta: |
-0.04 |
Omega: |
-16.40 |
Rho: |
-0.01 |
Quote data
Open: |
0.002 |
High: |
0.002 |
Low: |
0.002 |
Previous Close: |
0.004 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-86.67% |
1 Month |
|
|
-97.59% |
3 Months |
|
|
-99.38% |
YTD |
|
|
-99.31% |
1 Year |
|
|
-99.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.015 |
0.004 |
1M High / 1M Low: |
0.076 |
0.004 |
6M High / 6M Low: |
0.460 |
0.004 |
High (YTD): |
2024-01-23 |
0.460 |
Low (YTD): |
2024-05-27 |
0.004 |
52W High: |
2023-08-21 |
0.970 |
52W Low: |
2024-05-27 |
0.004 |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.194 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.448 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
270.45% |
Volatility 6M: |
|
242.67% |
Volatility 1Y: |
|
186.49% |
Volatility 3Y: |
|
- |