JP Morgan Put 32 SGM 20.09.2024
/ DE000JB8Z2Z9
JP Morgan Put 32 SGM 20.09.2024/ DE000JB8Z2Z9 /
| 7/12/2024 9:00:42 AM |
Chg.+0.006 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
+13.64% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
32.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
JB8Z2Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-28.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.30 |
| Parity: |
-0.75 |
| Time value: |
0.14 |
| Break-even: |
30.60 |
| Moneyness: |
0.81 |
| Premium: |
0.22 |
| Premium p.a.: |
1.92 |
| Spread abs.: |
0.09 |
| Spread %: |
204.35% |
| Delta: |
-0.19 |
| Theta: |
-0.02 |
| Omega: |
-5.33 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.28% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
-58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.044 |
| 1M High / 1M Low: |
0.110 |
0.044 |
| 6M High / 6M Low: |
0.200 |
0.044 |
| High (YTD): |
1/17/2024 |
0.200 |
| Low (YTD): |
7/11/2024 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.110 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.94% |
| Volatility 6M: |
|
192.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
