JP Morgan Put 105 A 16.08.2024
/ DE000JB8BY39
JP Morgan Put 105 A 16.08.2024/ DE000JB8BY39 /
| 2024-07-09 1:53:27 PM |
Chg.-0.004 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
-15.38% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
105.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB8BY3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-97.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.25 |
| Parity: |
-1.95 |
| Time value: |
0.12 |
| Break-even: |
95.75 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
3.80 |
| Spread abs.: |
0.09 |
| Spread %: |
361.54% |
| Delta: |
-0.12 |
| Theta: |
-0.05 |
| Omega: |
-11.29 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.022 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.11% |
| 1 Month |
|
|
-29.03% |
| 3 Months |
|
|
-69.01% |
| YTD |
|
|
-90.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.038 |
0.026 |
| 1M High / 1M Low: |
0.040 |
0.017 |
| 6M High / 6M Low: |
0.340 |
0.014 |
| High (YTD): |
2024-01-18 |
0.340 |
| Low (YTD): |
2024-05-23 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.60% |
| Volatility 6M: |
|
280.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
