JP Morgan Put 125 iShares Nasdaq Biotechnology ETF 15.11.2024
/ DE000JK6DF66
JP Morgan Put 125 iShares Nasdaq .../ DE000JK6DF66 /
| 10/07/2024 11:31:54 |
Chg.-0.010 |
Bid17:32:17 |
Ask17:32:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
0.140
Bid Size: 50,000 |
0.160
Ask Size: 50,000 |
- |
125.00 - |
15/11/2024 |
Put |
Master data
| WKN: |
JK6DF6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 - |
| Maturity: |
15/11/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-61.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.15 |
| Parity: |
-0.34 |
| Time value: |
0.21 |
| Break-even: |
122.90 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.07 |
| Spread %: |
50.00% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-18.37 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
-39.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.150 |
| 1M High / 1M Low: |
0.240 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
