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: |
|
- |