JP Morgan Put 37 SGM 20.09.2024
/ DE000JB8Z348
JP Morgan Put 37 SGM 20.09.2024/ DE000JB8Z348 /
| 05/07/2024 09:07:30 |
Chg.-0.020 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-9.52% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
37.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
JB8Z34 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
-0.19 |
| Time value: |
0.25 |
| Break-even: |
34.50 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.07 |
| Spread %: |
38.89% |
| Delta: |
-0.36 |
| Theta: |
-0.02 |
| Omega: |
-5.55 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.67% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
-36.67% |
| YTD |
|
|
-17.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.190 |
| 1M High / 1M Low: |
0.300 |
0.130 |
| 6M High / 6M Low: |
0.380 |
0.130 |
| High (YTD): |
22/04/2024 |
0.380 |
| Low (YTD): |
13/06/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.260 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.41% |
| Volatility 6M: |
|
169.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
