JP Morgan Put 40 DAL 20.09.2024
/ DE000JB96R95
JP Morgan Put 40 DAL 20.09.2024/ DE000JB96R95 /
| 09/09/2024 10:49:13 |
Chg.+0.001 |
Bid21:59:13 |
Ask21:59:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
+2.08% |
0.021
Bid Size: 50,000 |
0.031
Ask Size: 50,000 |
Delta Air Lines Inc |
40.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JB96R9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-60.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.27 |
| Parity: |
-0.18 |
| Time value: |
0.06 |
| Break-even: |
35.45 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
7.06 |
| Spread abs.: |
0.01 |
| Spread %: |
18.87% |
| Delta: |
-0.28 |
| Theta: |
-0.05 |
| Omega: |
-16.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.049 |
| High: |
0.049 |
| Low: |
0.049 |
| Previous Close: |
0.048 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
-75.50% |
| 3 Months |
|
|
-3.92% |
| YTD |
|
|
-87.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.041 |
| 1M High / 1M Low: |
0.220 |
0.041 |
| 6M High / 6M Low: |
0.310 |
0.036 |
| High (YTD): |
19/01/2024 |
0.500 |
| Low (YTD): |
28/05/2024 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.098 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.12% |
| Volatility 6M: |
|
307.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
