JP Morgan Put 95 MS 21.06.2024
/ DE000JB9BMG8
JP Morgan Put 95 MS 21.06.2024/ DE000JB9BMG8 /
| 2024-06-14 10:54:37 AM |
Chg.+0.016 |
Bid2:58:17 PM |
Ask2:58:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+19.05% |
0.130
Bid Size: 20,000 |
0.140
Ask Size: 20,000 |
Morgan Stanley |
95.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB9BMG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-94.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
-0.02 |
| Time value: |
0.09 |
| Break-even: |
87.53 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.01 |
| Spread %: |
11.90% |
| Delta: |
-0.46 |
| Theta: |
-0.07 |
| Omega: |
-42.98 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.084 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.99% |
| 1 Month |
|
|
+7.53% |
| 3 Months |
|
|
-85.29% |
| YTD |
|
|
-83.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.060 |
| 1M High / 1M Low: |
0.110 |
0.036 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-18 |
1.150 |
| Low (YTD): |
2024-05-22 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
443.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
