JP Morgan Put 17 GOLD 02.08.2024
/ DE000JT38PS6
JP Morgan Put 17 GOLD 02.08.2024/ DE000JT38PS6 /
| 7/16/2024 11:18:15 AM |
Chg.0.000 |
Bid9:07:30 PM |
Ask9:07:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
0.00% |
0.100
Bid Size: 25,000 |
0.130
Ask Size: 25,000 |
Barrick Gold Corpora... |
17.00 USD |
8/2/2024 |
Put |
Master data
| WKN: |
JT38PS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.00 USD |
| Maturity: |
8/2/2024 |
| Issue date: |
7/8/2024 |
| Last trading day: |
8/1/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-59.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.28 |
| Parity: |
-1.25 |
| Time value: |
0.28 |
| Break-even: |
15.31 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
5.48 |
| Spread abs.: |
0.08 |
| Spread %: |
40.91% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-13.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.190 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
