JP Morgan Put 245 BOX 20.09.2024
/ DE000JK6WG62
JP Morgan Put 245 BOX 20.09.2024/ DE000JK6WG62 /
9/5/2024 11:47:35 AM |
Chg.+0.250 |
Bid5:34:48 PM |
Ask5:34:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.040EUR |
+31.65% |
1.140 Bid Size: 25,000 |
1.170 Ask Size: 25,000 |
BECTON, DICKINSON ... |
245.00 - |
9/20/2024 |
Put |
Master data
WKN: |
JK6WG6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BECTON, DICKINSON DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
245.00 - |
Maturity: |
9/20/2024 |
Issue date: |
4/2/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.17 |
Intrinsic value: |
3.17 |
Implied volatility: |
- |
Historic volatility: |
0.17 |
Parity: |
3.17 |
Time value: |
-2.04 |
Break-even: |
233.70 |
Moneyness: |
1.15 |
Premium: |
-0.10 |
Premium p.a.: |
-0.91 |
Spread abs.: |
0.08 |
Spread %: |
7.62% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.040 |
High: |
1.040 |
Low: |
1.040 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
-35.40% |
3 Months |
|
|
-41.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.660 |
1M High / 1M Low: |
1.790 |
0.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.234 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |