JP Morgan Put 210 BA 20.09.2024
/ DE000JB1Q9V1
JP Morgan Put 210 BA 20.09.2024/ DE000JB1Q9V1 /
| 8/1/2024 8:58:12 AM |
Chg.-0.06 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.91EUR |
-3.05% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
210.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB1Q9V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/19/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.28 |
| Parity: |
1.79 |
| Time value: |
0.01 |
| Break-even: |
176.00 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
1.04% |
| Delta: |
-0.86 |
| Theta: |
-0.02 |
| Omega: |
-8.36 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.91 |
| Previous Close: |
1.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.07% |
| 1 Month |
|
|
-20.42% |
| 3 Months |
|
|
-47.09% |
| YTD |
|
|
+193.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
1.91 |
| 1M High / 1M Low: |
2.92 |
1.91 |
| 6M High / 6M Low: |
4.33 |
1.55 |
| High (YTD): |
4/25/2024 |
4.33 |
| Low (YTD): |
1/2/2024 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
5,912.80 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
1,285.39 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
234.63 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.22% |
| Volatility 6M: |
|
141.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
