JP Morgan Put 120 DDOG 17.01.2025
/ DE000JB8JU68
JP Morgan Put 120 DDOG 17.01.2025/ DE000JB8JU68 /
| 10/18/2024 9:36:56 AM |
Chg.-0.050 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-7.04% |
-
Bid Size: - |
-
Ask Size: - |
Datadog Inc |
120.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JB8JU6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Datadog Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.41 |
| Parity: |
-0.57 |
| Time value: |
0.76 |
| Break-even: |
103.21 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.04 |
| Spread %: |
5.56% |
| Delta: |
-0.36 |
| Theta: |
-0.05 |
| Omega: |
-5.47 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.49% |
| 1 Month |
|
|
-52.17% |
| 3 Months |
|
|
-49.62% |
| YTD |
|
|
-64.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.650 |
| 1M High / 1M Low: |
1.380 |
0.650 |
| 6M High / 6M Low: |
2.260 |
0.650 |
| High (YTD): |
8/5/2024 |
2.260 |
| Low (YTD): |
10/14/2024 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.74% |
| Volatility 6M: |
|
129.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
