JP Morgan Put 39 SGM 16.08.2024
/ DE000JT0F3Y4
JP Morgan Put 39 SGM 16.08.2024/ DE000JT0F3Y4 /
| 05/07/2024 10:50:30 |
Chg.-0.040 |
Bid13:45:31 |
Ask13:45:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-16.00% |
0.200
Bid Size: 200,000 |
0.210
Ask Size: 200,000 |
STMICROELECTRONICS |
39.00 EUR |
16/08/2024 |
Put |
Master data
| WKN: |
JT0F3Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
39.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
24/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.31 |
| Parity: |
0.09 |
| Time value: |
0.22 |
| Break-even: |
35.90 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.05 |
| Spread %: |
19.23% |
| Delta: |
-0.51 |
| Theta: |
-0.03 |
| Omega: |
-6.25 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-8.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.250 |
| 1M High / 1M Low: |
0.370 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
