JP Morgan Put 40 VZ 20.09.2024
/ DE000JB86R30
JP Morgan Put 40 VZ 20.09.2024/ DE000JB86R30 /
| 2024-07-25 8:26:06 AM |
Chg.-0.040 |
Bid2024-07-25 |
Ask2024-07-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-26.67% |
0.110
Bid Size: 75,000 |
0.120
Ask Size: 75,000 |
Verizon Communicatio... |
40.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB86R3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
0.03 |
| Time value: |
0.08 |
| Break-even: |
35.80 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-16.53 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+92.98% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-47.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.051 |
| 1M High / 1M Low: |
0.150 |
0.051 |
| 6M High / 6M Low: |
0.300 |
0.051 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
488.99% |
| Volatility 6M: |
|
249.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
