JP Morgan Put 330 MOH 20.12.2024
/ DE000JB2R207
JP Morgan Put 330 MOH 20.12.2024/ DE000JB2R207 /
16/08/2024 10:37:41 |
Chg.-0.35 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.46EUR |
-19.34% |
- Bid Size: - |
- Ask Size: - |
Molina Healthcare In... |
330.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JB2R20 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Molina Healthcare Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
330.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
22/09/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.26 |
Parity: |
-1.81 |
Time value: |
2.41 |
Break-even: |
275.15 |
Moneyness: |
0.94 |
Premium: |
0.13 |
Premium p.a.: |
0.44 |
Spread abs.: |
1.00 |
Spread %: |
70.92% |
Delta: |
-0.35 |
Theta: |
-0.12 |
Omega: |
-4.56 |
Rho: |
-0.46 |
Quote data
Open: |
1.46 |
High: |
1.46 |
Low: |
1.46 |
Previous Close: |
1.81 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.03% |
1 Month |
|
|
-59.89% |
3 Months |
|
|
-21.51% |
YTD |
|
|
-42.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.13 |
1.46 |
1M High / 1M Low: |
4.66 |
1.46 |
6M High / 6M Low: |
4.66 |
0.95 |
High (YTD): |
24/07/2024 |
4.66 |
Low (YTD): |
21/03/2024 |
0.95 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.32 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.20% |
Volatility 6M: |
|
151.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |