JP Morgan Put 34 SGM 20.09.2024
/ DE000JB8Z314
JP Morgan Put 34 SGM 20.09.2024/ DE000JB8Z314 /
| 7/26/2024 9:06:17 AM |
Chg.- |
Bid8:04:06 AM |
Ask8:04:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
0.350
Bid Size: 15,000 |
0.390
Ask Size: 15,000 |
STMICROELECTRONICS |
34.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
JB8Z31 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
0.33 |
| Time value: |
0.08 |
| Break-even: |
29.90 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
17.14% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-5.10 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+236.36% |
| 1 Month |
|
|
+117.65% |
| 3 Months |
|
|
+131.25% |
| YTD |
|
|
+131.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.110 |
| 1M High / 1M Low: |
0.370 |
0.075 |
| 6M High / 6M Low: |
0.370 |
0.070 |
| High (YTD): |
7/26/2024 |
0.370 |
| Low (YTD): |
6/13/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.150 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
439.16% |
| Volatility 6M: |
|
243.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
