JP Morgan Put 35 SGM 20.09.2024
/ DE000JB8Z322
JP Morgan Put 35 SGM 20.09.2024/ DE000JB8Z322 /
| 26/07/2024 09:06:17 |
Chg.+0.190 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+73.08% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
35.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
JB8Z32 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
0.43 |
| Time value: |
0.07 |
| Break-even: |
30.00 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.07 |
| Spread %: |
16.28% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-4.42 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+309.09% |
| 1 Month |
|
|
+114.29% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.150 |
| 1M High / 1M Low: |
0.450 |
0.097 |
| 6M High / 6M Low: |
0.450 |
0.086 |
| High (YTD): |
26/07/2024 |
0.450 |
| Low (YTD): |
13/06/2024 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
433.89% |
| Volatility 6M: |
|
235.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
