JP Morgan Put 160 SND 20.09.2024
/ DE000JB799U4
JP Morgan Put 160 SND 20.09.2024/ DE000JB799U4 /
9/5/2024 9:12:21 AM |
Chg.+0.003 |
Bid9/5/2024 |
Ask9/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
+25.00% |
0.015 Bid Size: 10,000 |
0.045 Ask Size: 10,000 |
SCHNEIDER ELEC. INH.... |
160.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
JB799U |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
12/5/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-43.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.67 |
Historic volatility: |
0.23 |
Parity: |
-6.47 |
Time value: |
0.52 |
Break-even: |
154.80 |
Moneyness: |
0.71 |
Premium: |
0.31 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.50 |
Spread %: |
2,788.89% |
Delta: |
-0.12 |
Theta: |
-0.50 |
Omega: |
-5.16 |
Rho: |
-0.01 |
Quote data
Open: |
0.015 |
High: |
0.015 |
Low: |
0.015 |
Previous Close: |
0.012 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.38% |
1 Month |
|
|
-90.00% |
3 Months |
|
|
-82.56% |
YTD |
|
|
-97.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.013 |
0.011 |
1M High / 1M Low: |
0.150 |
0.011 |
6M High / 6M Low: |
0.290 |
0.010 |
High (YTD): |
1/5/2024 |
0.950 |
Low (YTD): |
7/31/2024 |
0.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.012 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.033 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.111 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.58% |
Volatility 6M: |
|
528.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |