JP Morgan Put 26 FRE 20.09.2024
/ DE000JB7L3U5
JP Morgan Put 26 FRE 20.09.2024/ DE000JB7L3U5 /
| 7/9/2024 8:59:12 AM |
Chg.-0.001 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-2.63% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
26.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
JB7L3U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-61.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-0.31 |
| Time value: |
0.05 |
| Break-even: |
25.53 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.01 |
| Spread %: |
27.03% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-11.65 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.037 |
| High: |
0.037 |
| Low: |
0.037 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.48% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-81.50% |
| YTD |
|
|
-78.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.038 |
| 1M High / 1M Low: |
0.064 |
0.038 |
| 6M High / 6M Low: |
0.270 |
0.037 |
| High (YTD): |
3/5/2024 |
0.270 |
| Low (YTD): |
6/7/2024 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.154 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.83% |
| Volatility 6M: |
|
146.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
