JP Morgan Put 95 NKE 19.07.2024
/ DE000JB52N83
JP Morgan Put 95 NKE 19.07.2024/ DE000JB52N83 /
| 2024-05-30 10:50:52 AM |
Chg.0.000 |
Bid2:08:10 PM |
Ask2:08:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
0.00% |
0.510
Bid Size: 20,000 |
0.520
Ask Size: 20,000 |
Nike Inc |
95.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB52N8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Nike Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 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: |
-15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.31 |
| Time value: |
0.25 |
| Break-even: |
82.35 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
-0.58 |
| Theta: |
-0.03 |
| Omega: |
-8.73 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.77% |
| 1 Month |
|
|
+14.58% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
+103.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.520 |
| 1M High / 1M Low: |
0.620 |
0.470 |
| 6M High / 6M Low: |
0.740 |
0.160 |
| High (YTD): |
2024-04-08 |
0.740 |
| Low (YTD): |
2024-01-02 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.81% |
| Volatility 6M: |
|
191.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
