JP Morgan Put 42 SGM 20.12.2024
/ DE000JB44KJ2
JP Morgan Put 42 SGM 20.12.2024/ DE000JB44KJ2 /
| 2024-07-12 8:56:04 AM |
Chg.+0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+5.77% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
42.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
JB44KJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
0.32 |
| Time value: |
0.34 |
| Break-even: |
35.40 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
17.86% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-3.00 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.85% |
| 1 Month |
|
|
+17.02% |
| 3 Months |
|
|
-6.78% |
| YTD |
|
|
+17.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.520 |
| 1M High / 1M Low: |
0.700 |
0.430 |
| 6M High / 6M Low: |
0.750 |
0.420 |
| High (YTD): |
2024-04-22 |
0.750 |
| Low (YTD): |
2024-03-08 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.581 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.37% |
| Volatility 6M: |
|
112.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
