JP Morgan Put 150 SND 20.09.2024
/ DE000JB799S8
JP Morgan Put 150 SND 20.09.2024/ DE000JB799S8 /
| 30/07/2024 09:02:42 |
Chg.+0.004 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
150.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
JB799S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-41.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.22 |
| Parity: |
-6.84 |
| Time value: |
0.53 |
| Break-even: |
144.70 |
| Moneyness: |
0.69 |
| Premium: |
0.34 |
| Premium p.a.: |
6.70 |
| Spread abs.: |
0.50 |
| Spread %: |
1,938.46% |
| Delta: |
-0.11 |
| Theta: |
-0.15 |
| Omega: |
-4.67 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.67% |
| 1 Month |
|
|
-53.33% |
| 3 Months |
|
|
-81.33% |
| YTD |
|
|
-94.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.015 |
| 1M High / 1M Low: |
0.056 |
0.014 |
| 6M High / 6M Low: |
0.450 |
0.014 |
| High (YTD): |
05/01/2024 |
0.670 |
| Low (YTD): |
22/07/2024 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.140 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.76% |
| Volatility 6M: |
|
198.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
