JP Morgan Put 150 MRK 20.09.2024
/ DE000JB72VR3
JP Morgan Put 150 MRK 20.09.2024/ DE000JB72VR3 /
| 2024-08-23 12:13:36 PM |
Chg.- |
Bid9:56:51 AM |
Ask9:56:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
- |
0.034
Bid Size: 7,500 |
0.064
Ask Size: 7,500 |
MERCK KGAA O.N. |
150.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB72VR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-197.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
-2.15 |
| Time value: |
0.09 |
| Break-even: |
149.13 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
4.99 |
| Spread abs.: |
0.05 |
| Spread %: |
135.14% |
| Delta: |
-0.10 |
| Theta: |
-0.06 |
| Omega: |
-18.76 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.65% |
| 1 Month |
|
|
-89.46% |
| 3 Months |
|
|
-89.17% |
| YTD |
|
|
-97.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.039 |
| 1M High / 1M Low: |
0.370 |
0.039 |
| 6M High / 6M Low: |
1.300 |
0.039 |
| High (YTD): |
2024-01-08 |
1.800 |
| Low (YTD): |
2024-08-23 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.555 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
650.75% |
| Volatility 6M: |
|
330.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
