JP Morgan Put 32 SGM 20.12.2024
/ DE000JB44KD5
JP Morgan Put 32 SGM 20.12.2024/ DE000JB44KD5 /
| 07/10/2024 09:15:20 |
Chg.0.000 |
Bid21:48:55 |
Ask21:48:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
0.00% |
0.680
Bid Size: 10,000 |
0.730
Ask Size: 10,000 |
STMICROELECTRONICS |
32.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
JB44KD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.34 |
| Parity: |
0.63 |
| Time value: |
0.09 |
| Break-even: |
24.90 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
9.23% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-2.64 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+6.45% |
| 3 Months |
|
|
+450.00% |
| YTD |
|
|
+288.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.570 |
| 1M High / 1M Low: |
0.730 |
0.530 |
| 6M High / 6M Low: |
0.730 |
0.100 |
| High (YTD): |
23/09/2024 |
0.730 |
| Low (YTD): |
13/06/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.655 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.42% |
| Volatility 6M: |
|
188.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
