JP Morgan Put 190 BA 16.08.2024
/ DE000JB9VCU8
JP Morgan Put 190 BA 16.08.2024/ DE000JB9VCU8 /
| 09/08/2024 16:47:23 |
Chg.-0.36 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-14.94% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
190.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB9VCU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
27/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.28 |
| Parity: |
2.02 |
| Time value: |
0.03 |
| Break-even: |
153.56 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.49% |
| Delta: |
-0.93 |
| Theta: |
-0.12 |
| Omega: |
-6.99 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.97 |
| High: |
2.05 |
| Low: |
1.97 |
| Previous Close: |
2.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.04% |
| 1 Month |
|
|
+102.97% |
| 3 Months |
|
|
+43.36% |
| YTD |
|
|
+561.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
1.96 |
| 1M High / 1M Low: |
2.41 |
0.36 |
| 6M High / 6M Low: |
2.60 |
0.36 |
| High (YTD): |
25/04/2024 |
2.60 |
| Low (YTD): |
02/01/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,260.60% |
| Volatility 6M: |
|
549.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
