JP Morgan Put 155 SND 20.12.2024
/ DE000JB46R39
JP Morgan Put 155 SND 20.12.2024/ DE000JB46R39 /
| 2024-07-01 8:55:53 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
155.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
JB46R3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-07-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-33.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.22 |
| Parity: |
-6.46 |
| Time value: |
0.65 |
| Break-even: |
148.50 |
| Moneyness: |
0.71 |
| Premium: |
0.32 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.50 |
| Spread %: |
333.33% |
| Delta: |
-0.13 |
| Theta: |
-0.06 |
| Omega: |
-4.34 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-44.00% |
| YTD |
|
|
-82.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.140 |
0.140 |
| 6M High / 6M Low: |
0.730 |
0.120 |
| High (YTD): |
2024-01-05 |
0.990 |
| Low (YTD): |
2024-05-23 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
131.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
