JP Morgan Put 215 BDX 16.08.2024
/ DE000JT0W763
JP Morgan Put 215 BDX 16.08.2024/ DE000JT0W763 /
2024-07-10 9:19:05 AM |
Chg.+0.140 |
Bid8:58:22 PM |
Ask8:58:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+25.93% |
0.630 Bid Size: 30,000 |
0.650 Ask Size: 30,000 |
Becton Dickinson and... |
215.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JT0W76 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Becton Dickinson and Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
215.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-05-30 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-29.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
-0.60 |
Time value: |
0.70 |
Break-even: |
191.78 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.07 |
Spread %: |
11.76% |
Delta: |
-0.37 |
Theta: |
-0.12 |
Omega: |
-10.81 |
Rho: |
-0.08 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.540 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+47.83% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.460 |
1M High / 1M Low: |
0.540 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.432 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
267.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |