JP Morgan Put 20 BTU 16.01.2026
/ DE000JK807X8
JP Morgan Put 20 BTU 16.01.2026/ DE000JK807X8 /
| 7/10/2024 9:29:41 AM |
Chg.0.000 |
Bid5:27:47 PM |
Ask5:27:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
0.00% |
0.350
Bid Size: 75,000 |
0.650
Ask Size: 75,000 |
Peabody Energy Corpo... |
20.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
JK807X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Peabody Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
5/2/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.30 |
| Parity: |
-0.28 |
| Time value: |
1.03 |
| Break-even: |
8.19 |
| Moneyness: |
0.87 |
| Premium: |
0.62 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.70 |
| Spread %: |
212.12% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-0.33 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.330 |
| 1M High / 1M Low: |
0.370 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
