JP Morgan Put 3700 S&P 500 Index 18.10.2024
/ DE000JB6R6V1
JP Morgan Put 3700 S&P 500 Index .../ DE000JB6R6V1 /
7/22/2024 8:29:31 AM |
Chg.+0.004 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
+9.52% |
- Bid Size: - |
- Ask Size: - |
- |
3,700.00 - |
10/18/2024 |
Put |
Master data
WKN: |
JB6R6V |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,700.00 - |
Maturity: |
10/18/2024 |
Issue date: |
10/31/2023 |
Last trading day: |
10/17/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-949.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.11 |
Parity: |
-18.05 |
Time value: |
0.06 |
Break-even: |
3,694.20 |
Moneyness: |
0.67 |
Premium: |
0.33 |
Premium p.a.: |
2.25 |
Spread abs.: |
0.01 |
Spread %: |
20.83% |
Delta: |
-0.01 |
Theta: |
-0.21 |
Omega: |
-13.66 |
Rho: |
-0.21 |
Quote data
Open: |
0.046 |
High: |
0.046 |
Low: |
0.046 |
Previous Close: |
0.042 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+64.29% |
1 Month |
|
|
-16.36% |
3 Months |
|
|
-72.94% |
YTD |
|
|
-87.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.046 |
0.028 |
1M High / 1M Low: |
0.053 |
0.027 |
6M High / 6M Low: |
0.280 |
0.027 |
High (YTD): |
1/3/2024 |
0.410 |
Low (YTD): |
7/15/2024 |
0.027 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.138 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.27% |
Volatility 6M: |
|
141.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |