JP Morgan Put 46 BAC 20.12.2024
/ DE000JV4A8S2
JP Morgan Put 46 BAC 20.12.2024/ DE000JV4A8S2 /
| 19/11/2024 11:58:14 |
Chg.+0.005 |
Bid17:30:15 |
Ask17:30:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+5.26% |
0.089
Bid Size: 200,000 |
0.099
Ask Size: 200,000 |
Bank of America Corp... |
46.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JV4A8S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/11/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-0.07 |
| Time value: |
0.09 |
| Break-even: |
42.48 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
11.90% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-18.27 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.095 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.095 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
