JP Morgan Put 155 SND 20.09.2024
/ DE000JB799T6
JP Morgan Put 155 SND 20.09.2024/ DE000JB799T6 /
| 2024-06-20 9:06:11 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
155.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
JB799T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-207.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.22 |
| Parity: |
-7.28 |
| Time value: |
0.11 |
| Break-even: |
153.90 |
| Moneyness: |
0.68 |
| Premium: |
0.32 |
| Premium p.a.: |
2.85 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
-0.04 |
| Theta: |
-0.03 |
| Omega: |
-9.01 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
-52.38% |
| YTD |
|
|
-83.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.120 |
0.080 |
| 6M High / 6M Low: |
0.740 |
0.063 |
| High (YTD): |
2024-01-05 |
0.800 |
| Low (YTD): |
2024-05-27 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.14% |
| Volatility 6M: |
|
160.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
