JP Morgan Put 195 BA 16.08.2024
/ DE000JB8PJ99
JP Morgan Put 195 BA 16.08.2024/ DE000JB8PJ99 /
| 2024-07-12 11:50:50 AM |
Chg.+0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+2.34% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
195.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB8PJ9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
1.02 |
| Time value: |
0.27 |
| Break-even: |
166.43 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
-0.69 |
| Theta: |
-0.08 |
| Omega: |
-9.00 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.80% |
| 1 Month |
|
|
-11.49% |
| 3 Months |
|
|
-44.96% |
| YTD |
|
|
+263.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.21 |
| 1M High / 1M Low: |
2.08 |
1.20 |
| 6M High / 6M Low: |
3.21 |
0.89 |
| High (YTD): |
2024-04-25 |
3.21 |
| Low (YTD): |
2024-01-02 |
0.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.10% |
| Volatility 6M: |
|
199.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
