JP Morgan Put 2700 S&P 500 Index 18.10.2024
/ DE000JB6SMN4
JP Morgan Put 2700 S&P 500 Index .../ DE000JB6SMN4 /
23/08/2024 08:26:05 |
Chg.+0.001 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.009EUR |
+12.50% |
- Bid Size: - |
- Ask Size: - |
- |
2,700.00 - |
18/10/2024 |
Put |
Master data
WKN: |
JB6SMN |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2,700.00 - |
Maturity: |
18/10/2024 |
Issue date: |
31/10/2023 |
Last trading day: |
17/10/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-1,565.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.81 |
Historic volatility: |
0.12 |
Parity: |
-29.35 |
Time value: |
0.04 |
Break-even: |
2,696.40 |
Moneyness: |
0.48 |
Premium: |
0.52 |
Premium p.a.: |
15.20 |
Spread abs.: |
0.03 |
Spread %: |
500.00% |
Delta: |
-0.01 |
Theta: |
-0.26 |
Omega: |
-9.05 |
Rho: |
-0.05 |
Quote data
Open: |
0.009 |
High: |
0.009 |
Low: |
0.009 |
Previous Close: |
0.008 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.57% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
-60.87% |
YTD |
|
|
-91.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.009 |
0.005 |
1M High / 1M Low: |
0.066 |
0.005 |
6M High / 6M Low: |
0.084 |
0.005 |
High (YTD): |
04/01/2024 |
0.110 |
Low (YTD): |
20/08/2024 |
0.005 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.007 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.030 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,522.54% |
Volatility 6M: |
|
629.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |