JP Morgan Put 33 SGM 20.09.2024
/ DE000JB8Z306
JP Morgan Put 33 SGM 20.09.2024/ DE000JB8Z306 /
| 2024-07-26 9:06:17 AM |
Chg.+0.150 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+93.75% |
-
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: |
-9.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
0.23 |
| Time value: |
0.11 |
| Break-even: |
29.60 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
21.43% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-5.57 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+376.92% |
| 1 Month |
|
|
+121.43% |
| 3 Months |
|
|
+138.46% |
| YTD |
|
|
+121.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.087 |
| 1M High / 1M Low: |
0.310 |
0.057 |
| 6M High / 6M Low: |
0.310 |
0.056 |
| High (YTD): |
2024-07-26 |
0.310 |
| Low (YTD): |
2024-06-13 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.125 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
471.10% |
| Volatility 6M: |
|
261.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
