JP Morgan Put 12.8 CBK 19.07.2024
/ DE000JK77CW3
JP Morgan Put 12.8 CBK 19.07.2024/ DE000JK77CW3 /
| 27/06/2024 09:55:57 |
Chg.-0.014 |
Bid13:11:40 |
Ask13:11:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-14.00% |
0.120
Bid Size: 75,000 |
0.130
Ask Size: 75,000 |
COMMERZBANK AG |
12.80 EUR |
19/07/2024 |
Put |
Master data
| WKN: |
JK77CW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.80 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
24/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-108.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
-1.36 |
| Time value: |
0.13 |
| Break-even: |
12.67 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
4.26 |
| Spread abs.: |
0.03 |
| Spread %: |
30.00% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-16.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.67% |
| 1 Month |
|
|
+32.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.100 |
| 1M High / 1M Low: |
0.290 |
0.046 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
723.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
