JP Morgan Put 42 BAC 18.10.2024
/ DE000JT32NY2
JP Morgan Put 42 BAC 18.10.2024/ DE000JT32NY2 /
10/15/2024 2:21:36 PM |
Chg.-0.029 |
Bid5:00:23 PM |
Ask5:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
-40.28% |
0.030 Bid Size: 250,000 |
0.040 Ask Size: 250,000 |
Bank of America Corp... |
42.00 USD |
10/18/2024 |
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: |
10/18/2024 |
Issue date: |
7/8/2024 |
Last trading day: |
10/17/2024 |
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: |
|
- |