JP Morgan Put 126 BEI 20.12.2024
/ DE000JB5T8D4
JP Morgan Put 126 BEI 20.12.2024/ DE000JB5T8D4 /
| 8/14/2024 9:25:00 AM |
Chg.-0.030 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-4.55% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
126.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
JB5T8D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
126.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
0.23 |
| Time value: |
0.50 |
| Break-even: |
118.70 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
5.80% |
| Delta: |
-0.49 |
| Theta: |
-0.02 |
| Omega: |
-8.27 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.15% |
| 1 Month |
|
|
+173.91% |
| 3 Months |
|
|
+186.36% |
| YTD |
|
|
-3.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.520 |
| 1M High / 1M Low: |
0.660 |
0.230 |
| 6M High / 6M Low: |
0.660 |
0.170 |
| High (YTD): |
1/5/2024 |
0.700 |
| Low (YTD): |
6/14/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.355 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.04% |
| Volatility 6M: |
|
174.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
