JP Morgan Put 22 AA 20.09.2024
/ DE000JB7UWB2
JP Morgan Put 22 AA 20.09.2024/ DE000JB7UWB2 /
| 7/25/2024 8:45:31 AM |
Chg.+0.002 |
Bid8:22:20 PM |
Ask8:22:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
+25.00% |
0.008
Bid Size: 75,000 |
0.018
Ask Size: 75,000 |
Alcoa Corporation |
22.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB7UWB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Alcoa Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.45 |
| Parity: |
-1.00 |
| Time value: |
0.04 |
| Break-even: |
19.90 |
| Moneyness: |
0.67 |
| Premium: |
0.34 |
| Premium p.a.: |
5.62 |
| Spread abs.: |
0.03 |
| Spread %: |
300.00% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-5.95 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.008 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
-70.59% |
| YTD |
|
|
-91.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.008 |
0.005 |
| 1M High / 1M Low: |
0.008 |
0.005 |
| 6M High / 6M Low: |
0.230 |
0.005 |
| High (YTD): |
2/27/2024 |
0.230 |
| Low (YTD): |
7/18/2024 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.066 |
| Avg. volume 6M: |
|
157.480 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.25% |
| Volatility 6M: |
|
245.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
