JP Morgan Put 188 DB1 16.08.2024
/ DE000JT3EJS6
JP Morgan Put 188 DB1 16.08.2024/ DE000JT3EJS6 /
2024-07-26 8:52:28 AM |
Chg.+0.070 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+28.00% |
- Bid Size: - |
- Ask Size: - |
DEUTSCHE BOERSE NA O... |
188.00 EUR |
2024-08-16 |
Put |
Master data
WKN: |
JT3EJS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
188.00 EUR |
Maturity: |
2024-08-16 |
Issue date: |
2024-06-11 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-52.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
-0.02 |
Time value: |
0.36 |
Break-even: |
184.40 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.04 |
Spread %: |
12.50% |
Delta: |
-0.47 |
Theta: |
-0.08 |
Omega: |
-24.44 |
Rho: |
-0.05 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.250 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.79% |
1 Month |
|
|
-13.51% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.250 |
1M High / 1M Low: |
0.550 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.378 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.400 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
260.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |