JP Morgan Put 30 FRE 16.08.2024
/ DE000JT043L6
JP Morgan Put 30 FRE 16.08.2024/ DE000JT043L6 /
| 08/07/2024 10:21:17 |
Chg.- |
Bid09:30:11 |
Ask09:30:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
- |
0.170
Bid Size: 400,000 |
0.180
Ask Size: 400,000 |
FRESENIUS SE+CO.KGAA... |
30.00 EUR |
16/08/2024 |
Put |
Master data
| WKN: |
JT043L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
05/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.10 |
| Time value: |
0.07 |
| Break-even: |
28.40 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-10.84 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.43% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.160 |
| 1M High / 1M Low: |
0.250 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
