JP Morgan Put 135 A 16.08.2024
/ DE000JB8BYA8
JP Morgan Put 135 A 16.08.2024/ DE000JB8BYA8 /
| 7/9/2024 1:53:27 PM |
Chg.- |
Bid8:43:58 AM |
Ask8:43:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
- |
0.970
Bid Size: 3,000 |
1.030
Ask Size: 3,000 |
Agilent Technologies |
135.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JB8BYA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.82 |
| Time value: |
0.15 |
| Break-even: |
114.95 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
5.43% |
| Delta: |
-0.72 |
| Theta: |
-0.04 |
| Omega: |
-8.66 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.42% |
| 1 Month |
|
|
+47.46% |
| 3 Months |
|
|
+107.14% |
| YTD |
|
|
-1.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.870 |
| 1M High / 1M Low: |
0.950 |
0.450 |
| 6M High / 6M Low: |
1.320 |
0.180 |
| High (YTD): |
1/18/2024 |
1.320 |
| Low (YTD): |
5/23/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.699 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.09% |
| Volatility 6M: |
|
265.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
