JP Morgan Put 38 SGM 20.12.2024
/ DE000JB44KG8
JP Morgan Put 38 SGM 20.12.2024/ DE000JB44KG8 /
| 09/08/2024 08:58:37 |
Chg.-0.07 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-5.98% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
38.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
JB44KG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.32 |
| Parity: |
1.13 |
| Time value: |
0.08 |
| Break-even: |
25.90 |
| Moneyness: |
1.42 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
8.04% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-1.65 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.58% |
| 1 Month |
|
|
+223.53% |
| 3 Months |
|
|
+161.90% |
| YTD |
|
|
+243.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.07 |
| 1M High / 1M Low: |
1.19 |
0.31 |
| 6M High / 6M Low: |
1.19 |
0.26 |
| High (YTD): |
05/08/2024 |
1.19 |
| Low (YTD): |
13/06/2024 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.55% |
| Volatility 6M: |
|
153.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
