JP Morgan Put 175 BA 16.08.2024
/ DE000JB9ZNY8
JP Morgan Put 175 BA 16.08.2024/ DE000JB9ZNY8 /
| 8/9/2024 9:59:20 AM |
Chg.-0.400 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-38.46% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
175.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JB9ZNY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
0.65 |
| Time value: |
0.06 |
| Break-even: |
153.22 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.81 |
| Theta: |
-0.14 |
| Omega: |
-17.59 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.10% |
| 1 Month |
|
|
+68.42% |
| 3 Months |
|
|
-13.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.640 |
| 1M High / 1M Low: |
1.040 |
0.063 |
| 6M High / 6M Low: |
1.540 |
0.063 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.711 |
| Avg. volume 6M: |
|
214.286 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,892.70% |
| Volatility 6M: |
|
819.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
