JP Morgan Put 13.2 CBK 19.07.2024
/ DE000JK77CY9
JP Morgan Put 13.2 CBK 19.07.2024/ DE000JK77CY9 /
| 2024-06-27 9:55:57 AM |
Chg.-0.030 |
Bid11:33:15 AM |
Ask11:33:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-18.75% |
0.170
Bid Size: 75,000 |
0.180
Ask Size: 75,000 |
COMMERZBANK AG |
13.20 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
JK77CY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.20 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-74.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
-0.96 |
| Time value: |
0.19 |
| Break-even: |
13.01 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
2.65 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-16.46 |
| Rho: |
0.00 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.91% |
| 1 Month |
|
|
+54.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.160 |
| 1M High / 1M Low: |
0.350 |
0.065 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
433.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
