JP Morgan Put 28 SGM 20.12.2024
/ DE000JB44KB9
JP Morgan Put 28 SGM 20.12.2024/ DE000JB44KB9 /
| 9/2/2024 8:59:38 AM |
Chg.-0.030 |
Bid3:12:27 PM |
Ask3:12:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-13.04% |
0.210
Bid Size: 250,000 |
0.220
Ask Size: 250,000 |
STMICROELECTRONICS |
28.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
JB44KB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.32 |
| Parity: |
-0.08 |
| Time value: |
0.26 |
| Break-even: |
25.40 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.06 |
| Spread %: |
30.00% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-4.33 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
+156.41% |
| YTD |
|
|
+81.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.230 |
| 1M High / 1M Low: |
0.380 |
0.230 |
| 6M High / 6M Low: |
0.380 |
0.050 |
| High (YTD): |
8/5/2024 |
0.380 |
| Low (YTD): |
7/15/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.81% |
| Volatility 6M: |
|
209.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
