JP Morgan Put 435 LOR 20.09.2024
/ DE000JB8LBH0
JP Morgan Put 435 LOR 20.09.2024/ DE000JB8LBH0 /
| 08/08/2024 09:00:07 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
435.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
JB8LBH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
435.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
08/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.19 |
| Parity: |
0.38 |
| Time value: |
0.12 |
| Break-even: |
385.00 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.68 |
| Theta: |
-0.61 |
| Omega: |
-5.40 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.00% |
| 3 Months |
|
|
+276.92% |
| YTD |
|
|
+88.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.580 |
0.460 |
| 6M High / 6M Low: |
0.580 |
0.089 |
| High (YTD): |
05/08/2024 |
0.580 |
| Low (YTD): |
06/06/2024 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.244 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.93% |
| Volatility 6M: |
|
215.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
