JP Morgan Put 120 DDOG 20.09.2024
/ DE000JB8Y9Q4
JP Morgan Put 120 DDOG 20.09.2024/ DE000JB8Y9Q4 /
| 9/9/2024 9:32:07 AM |
Chg.+0.08 |
Bid9:39:12 AM |
Ask9:39:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
+7.62% |
1.14
Bid Size: 3,000 |
1.19
Ask Size: 3,000 |
Datadog Inc |
120.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB8Y9Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Datadog Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.41 |
| Parity: |
1.15 |
| Time value: |
0.08 |
| Break-even: |
95.94 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.05 |
| Spread %: |
4.24% |
| Delta: |
-0.84 |
| Theta: |
-0.11 |
| Omega: |
-6.57 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+94.83% |
| 1 Month |
|
|
+16.49% |
| 3 Months |
|
|
-21.53% |
| YTD |
|
|
-26.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.58 |
| 1M High / 1M Low: |
1.06 |
0.54 |
| 6M High / 6M Low: |
2.04 |
0.42 |
| High (YTD): |
8/5/2024 |
2.04 |
| Low (YTD): |
7/8/2024 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
39.68 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.40% |
| Volatility 6M: |
|
228.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
