JP Morgan Put 31 SGM 20.09.2024
/ DE000JB8Z2X4
JP Morgan Put 31 SGM 20.09.2024/ DE000JB8Z2X4 /
| 2024-07-26 12:49:06 PM |
Chg.+0.077 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+82.80% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
31.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB8Z2X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
31.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
0.03 |
| Time value: |
0.19 |
| Break-even: |
28.80 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.05 |
| Spread %: |
29.41% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-6.61 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.093 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+372.22% |
| 1 Month |
|
|
+102.38% |
| 3 Months |
|
|
+97.67% |
| YTD |
|
|
+54.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.050 |
| 1M High / 1M Low: |
0.170 |
0.033 |
| 6M High / 6M Low: |
0.170 |
0.033 |
| High (YTD): |
2024-01-17 |
0.180 |
| Low (YTD): |
2024-07-15 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.085 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
467.84% |
| Volatility 6M: |
|
252.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
