JP Morgan Put 230 UNP 16.08.2024
/ DE000JB8PKT7
JP Morgan Put 230 UNP 16.08.2024/ DE000JB8PKT7 /
| 8/2/2024 11:48:09 AM |
Chg.- |
Bid5:55:08 PM |
Ask5:55:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
- |
0.260
Bid Size: 50,000 |
0.270
Ask Size: 50,000 |
Union Pacific Corp |
230.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JB8PKT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-137.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
-0.91 |
| Time value: |
0.16 |
| Break-even: |
209.20 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
3.86 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
-0.22 |
| Theta: |
-0.16 |
| Omega: |
-29.67 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.032 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.88% |
| 1 Month |
|
|
-91.25% |
| 3 Months |
|
|
-88.11% |
| YTD |
|
|
-93.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.032 |
| 1M High / 1M Low: |
0.940 |
0.032 |
| 6M High / 6M Low: |
1.140 |
0.032 |
| High (YTD): |
1/17/2024 |
1.260 |
| Low (YTD): |
8/1/2024 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.614 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
534.29% |
| Volatility 6M: |
|
302.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
