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: |
|
- |