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JP Morgan Put 148 GE 16.08.2024/  DE000JT3BGZ3  /

EUWAX
7/12/2024  9:49:05 AM Chg.+0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.200EUR +25.00% -
Bid Size: -		 -
Ask Size: -		 GE Aerospace 148.00 USD 8/16/2024 Put
 

Master data

WKN: JT3BGZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GE Aerospace
Type: Warrant
Option type: Put
Strike price: 148.00 USD
Maturity: 8/16/2024
Issue date: 6/26/2024
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -55.15
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.24
Parity: -1.28
Time value: 0.27
Break-even: 133.40
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 1.81
Spread abs.: 0.07
Spread %: 35.00%
Delta: -0.22
Theta: -0.08
Omega: -12.22
Rho: -0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.160
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -