JP Morgan Put 220 BOX 20.09.2024
/ DE000JK1MSM6
JP Morgan Put 220 BOX 20.09.2024/ DE000JK1MSM6 /
| 8/2/2024 11:59:02 AM |
Chg.+0.170 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+36.17% |
-
Bid Size: - |
-
Ask Size: - |
BECTON, DICKINSON ... |
220.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
JK1MSM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.12 |
| Time value: |
0.52 |
| Break-even: |
213.60 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.10 |
| Spread %: |
18.52% |
| Delta: |
-0.49 |
| Theta: |
-0.05 |
| Omega: |
-16.71 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-32.63% |
| 3 Months |
|
|
-30.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.460 |
| 1M High / 1M Low: |
1.130 |
0.460 |
| 6M High / 6M Low: |
1.480 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.052 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.00% |
| Volatility 6M: |
|
153.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
