JP Morgan Put 33 SGM 20.09.2024
/ DE000JB8Z306
JP Morgan Put 33 SGM 20.09.2024/ DE000JB8Z306 /
| 2024-07-05 9:07:27 AM |
Chg.-0.011 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-12.94% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
33.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB8Z30 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
33.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-24.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.30 |
| Parity: |
-0.59 |
| Time value: |
0.16 |
| Break-even: |
31.40 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.09 |
| Spread %: |
125.35% |
| Delta: |
-0.22 |
| Theta: |
-0.02 |
| Omega: |
-5.43 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.085 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.14% |
| 1 Month |
|
|
+8.82% |
| 3 Months |
|
|
-53.75% |
| YTD |
|
|
-47.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.074 |
| 1M High / 1M Low: |
0.140 |
0.056 |
| 6M High / 6M Low: |
0.230 |
0.056 |
| High (YTD): |
2024-01-17 |
0.230 |
| Low (YTD): |
2024-06-13 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.137 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.20% |
| Volatility 6M: |
|
194.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
