JP Morgan Put 42 BAC 18.10.2024
/ DE000JT32NY2
JP Morgan Put 42 BAC 18.10.2024/ DE000JT32NY2 /
| 2024-10-15 2:21:36 PM |
Chg.-0.029 |
Bid2:55:37 PM |
Ask2:55:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
-40.28% |
0.034
Bid Size: 50,000 |
0.044
Ask Size: 50,000 |
Bank of America Corp... |
42.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JT32NY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-47.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.22 |
| Parity: |
0.01 |
| Time value: |
0.07 |
| Break-even: |
37.69 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
8.70 |
| Spread abs.: |
0.01 |
| Spread %: |
12.82% |
| Delta: |
-0.50 |
| Theta: |
-0.13 |
| Omega: |
-24.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.043 |
| High: |
0.043 |
| Low: |
0.043 |
| Previous Close: |
0.072 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-80.45% |
| 1 Month |
|
|
-85.67% |
| 3 Months |
|
|
-76.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.072 |
| 1M High / 1M Low: |
0.300 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
