JP Morgan Put 176 DB1 16.08.2024
/ DE000JT1KUZ9
JP Morgan Put 176 DB1 16.08.2024/ DE000JT1KUZ9 /
2024-07-26 10:19:16 AM |
Chg.-0.018 |
Bid4:41:33 PM |
Ask4:41:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
-31.58% |
0.042 Bid Size: 30,000 |
0.057 Ask Size: 30,000 |
DEUTSCHE BOERSE NA O... |
176.00 EUR |
2024-08-16 |
Put |
Master data
WKN: |
JT1KUZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
176.00 EUR |
Maturity: |
2024-08-16 |
Issue date: |
2024-05-22 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-198.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.15 |
Parity: |
-1.22 |
Time value: |
0.10 |
Break-even: |
175.05 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
2.22 |
Spread abs.: |
0.04 |
Spread %: |
72.73% |
Delta: |
-0.14 |
Theta: |
-0.06 |
Omega: |
-28.39 |
Rho: |
-0.02 |
Quote data
Open: |
0.039 |
High: |
0.039 |
Low: |
0.039 |
Previous Close: |
0.057 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-59.79% |
1 Month |
|
|
-67.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.057 |
1M High / 1M Low: |
0.160 |
0.057 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.093 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.117 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
291.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |