JP Morgan Put 4500 S&P 500 Index 16.08.2024
/ DE000JB08EE1
JP Morgan Put 4500 S&P 500 Index .../ DE000JB08EE1 /
| 2024-07-22 12:07:41 PM |
Chg.-0.006 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-19.35% |
-
Bid Size: - |
-
Ask Size: - |
- |
4,500.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
JB08EE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,500.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-1,376.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.11 |
| Parity: |
-10.05 |
| Time value: |
0.04 |
| Break-even: |
4,496.00 |
| Moneyness: |
0.82 |
| Premium: |
0.18 |
| Premium p.a.: |
10.67 |
| Spread abs.: |
0.01 |
| Spread %: |
33.33% |
| Delta: |
-0.02 |
| Theta: |
-0.51 |
| Omega: |
-26.25 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.031 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+78.57% |
| 1 Month |
|
|
-48.98% |
| 3 Months |
|
|
-94.05% |
| YTD |
|
|
-97.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.014 |
| 1M High / 1M Low: |
0.044 |
0.014 |
| 6M High / 6M Low: |
0.720 |
0.014 |
| High (YTD): |
2024-01-05 |
1.150 |
| Low (YTD): |
2024-07-15 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.261 |
| Avg. volume 6M: |
|
36.290 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.97% |
| Volatility 6M: |
|
193.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
