JP Morgan Put 33 R6C0 15.11.2024
/ DE000JT7DMN4
JP Morgan Put 33 R6C0 15.11.2024/ DE000JT7DMN4 /
11/7/2024 9:09:47 AM |
Chg.-0.040 |
Bid5:46:47 PM |
Ask5:46:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-21.05% |
0.160 Bid Size: 15,000 |
0.200 Ask Size: 15,000 |
SHELL PLC |
33.00 EUR |
11/15/2024 |
Put |
Master data
WKN: |
JT7DMN |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SHELL PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
33.00 EUR |
Maturity: |
11/15/2024 |
Issue date: |
8/28/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-15.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.63 |
Historic volatility: |
0.18 |
Parity: |
0.14 |
Time value: |
0.06 |
Break-even: |
31.00 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
1.44 |
Spread abs.: |
0.04 |
Spread %: |
25.00% |
Delta: |
-0.66 |
Theta: |
-0.07 |
Omega: |
-10.37 |
Rho: |
0.00 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.28% |
1 Month |
|
|
-34.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.190 |
1M High / 1M Low: |
0.320 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.244 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |