JP Morgan Put 235 BDX 16.08.2024
/ DE000JT1EQY3
JP Morgan Put 235 BDX 16.08.2024/ DE000JT1EQY3 /
8/2/2024 11:06:11 AM |
Chg.+0.090 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+14.52% |
- Bid Size: - |
- Ask Size: - |
Becton Dickinson and... |
235.00 USD |
8/16/2024 |
Put |
Master data
WKN: |
JT1EQY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Becton Dickinson and Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
235.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
5/23/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-48.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.18 |
Parity: |
-0.63 |
Time value: |
0.46 |
Break-even: |
210.80 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
2.84 |
Spread abs.: |
0.08 |
Spread %: |
21.95% |
Delta: |
-0.35 |
Theta: |
-0.26 |
Omega: |
-16.73 |
Rho: |
-0.03 |
Quote data
Open: |
0.710 |
High: |
0.710 |
Low: |
0.710 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.11% |
1 Month |
|
|
-43.65% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.570 |
1M High / 1M Low: |
1.590 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.676 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |