JP Morgan Put 184 DB1 16.08.2024
/ DE000JT1KV48
JP Morgan Put 184 DB1 16.08.2024/ DE000JT1KV48 /
2024-07-26 10:19:16 AM |
Chg.-0.040 |
Bid2:46:28 PM |
Ask2:46:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
-22.22% |
0.140 Bid Size: 50,000 |
0.150 Ask Size: 50,000 |
DEUTSCHE BOERSE NA O... |
184.00 EUR |
2024-08-16 |
Put |
Master data
WKN: |
JT1KV4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
184.00 EUR |
Maturity: |
2024-08-16 |
Issue date: |
2024-05-22 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-85.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.15 |
Parity: |
-0.42 |
Time value: |
0.22 |
Break-even: |
181.80 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.04 |
Spread %: |
22.22% |
Delta: |
-0.32 |
Theta: |
-0.08 |
Omega: |
-27.25 |
Rho: |
-0.04 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.180 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.15% |
1 Month |
|
|
-39.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.180 |
1M High / 1M Low: |
0.350 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.256 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.270 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
291.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |