JP Morgan Put 95 DUK 19.07.2024
/ DE000JB8ZFX8
JP Morgan Put 95 DUK 19.07.2024/ DE000JB8ZFX8 /
| 2024-06-18 11:23:00 AM |
Chg.+0.017 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
+27.42% |
-
Bid Size: - |
-
Ask Size: - |
Duke Energy Corp New |
95.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB8ZFX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Duke Energy Corp New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-77.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
-0.54 |
| Time value: |
0.12 |
| Break-even: |
87.25 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.05 |
| Spread %: |
60.49% |
| Delta: |
-0.23 |
| Theta: |
-0.04 |
| Omega: |
-18.02 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.079 |
| Previous Close: |
0.062 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.86% |
| 1 Month |
|
|
-4.82% |
| 3 Months |
|
|
-83.19% |
| YTD |
|
|
-86.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.062 |
| 1M High / 1M Low: |
0.120 |
0.053 |
| 6M High / 6M Low: |
0.760 |
0.053 |
| High (YTD): |
2024-02-12 |
0.760 |
| Low (YTD): |
2024-06-05 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.44% |
| Volatility 6M: |
|
182.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
