JP Morgan Put 155 MRK 20.09.2024
/ DE000JB72VT9
JP Morgan Put 155 MRK 20.09.2024/ DE000JB72VT9 /
| 23/08/2024 12:13:39 |
Chg.- |
Bid12:00:41 |
Ask12:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
- |
0.053
Bid Size: 10,000 |
0.083
Ask Size: 10,000 |
MERCK KGAA O.N. |
155.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
JB72VT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-176.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-1.65 |
| Time value: |
0.10 |
| Break-even: |
154.03 |
| Moneyness: |
0.90 |
| Premium: |
0.10 |
| Premium p.a.: |
3.12 |
| Spread abs.: |
0.04 |
| Spread %: |
70.18% |
| Delta: |
-0.12 |
| Theta: |
-0.06 |
| Omega: |
-21.25 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.36% |
| 1 Month |
|
|
-89.46% |
| 3 Months |
|
|
-87.45% |
| YTD |
|
|
-97.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.059 |
| 1M High / 1M Low: |
0.560 |
0.059 |
| 6M High / 6M Low: |
1.610 |
0.059 |
| High (YTD): |
08/01/2024 |
2.120 |
| Low (YTD): |
23/08/2024 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.731 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
478.02% |
| Volatility 6M: |
|
276.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
