JP Morgan Put 135 iShares Nasdaq Biotechnology ETF 15.11.2024
/ DE000JK6DF82
JP Morgan Put 135 iShares Nasdaq .../ DE000JK6DF82 /
| 05/08/2024 10:52:47 |
Chg.+0.140 |
Bid11:23:20 |
Ask11:23:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+56.00% |
0.410
Bid Size: 3,000 |
0.560
Ask Size: 3,000 |
- |
135.00 - |
15/11/2024 |
Put |
Master data
| WKN: |
JK6DF8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
15/11/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.15 |
| Parity: |
0.29 |
| Time value: |
0.10 |
| Break-even: |
131.10 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.07 |
| Spread %: |
21.88% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-19.19 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+116.67% |
| 1 Month |
|
|
-17.02% |
| 3 Months |
|
|
-46.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.180 |
| 1M High / 1M Low: |
0.470 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
