JP Morgan Put 90 XOM 20.12.2024
/ DE000JB5R8R6
JP Morgan Put 90 XOM 20.12.2024/ DE000JB5R8R6 /
| 2024-06-14 12:01:45 PM |
Chg.+0.011 |
Bid5:46:52 PM |
Ask5:46:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+11.11% |
0.110
Bid Size: 150,000 |
0.120
Ask Size: 150,000 |
Exxon Mobil Corp |
90.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JB5R8R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Exxon Mobil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-100.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-1.87 |
| Time value: |
0.10 |
| Break-even: |
82.79 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-10.31 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.099 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.15% |
| 1 Month |
|
|
+69.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.081 |
| 1M High / 1M Low: |
0.099 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
