JP Morgan Put 22 GEN 18.10.2024
/ DE000JB86RN0
JP Morgan Put 22 GEN 18.10.2024/ DE000JB86RN0 /
| 7/31/2024 12:57:54 PM |
Chg.+0.001 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
+1.72% |
-
Bid Size: - |
-
Ask Size: - |
Gen Digital Inc |
22.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JB86RN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.29 |
| Parity: |
-0.35 |
| Time value: |
0.08 |
| Break-even: |
19.53 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.02 |
| Spread %: |
22.73% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-6.28 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.058 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.32% |
| 1 Month |
|
|
-40.40% |
| 3 Months |
|
|
-79.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.057 |
| 1M High / 1M Low: |
0.120 |
0.057 |
| 6M High / 6M Low: |
0.340 |
0.057 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.199 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.55% |
| Volatility 6M: |
|
164.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
