JP Morgan Put 46 FRA 20.09.2024
/ DE000JB7E6H4
JP Morgan Put 46 FRA 20.09.2024/ DE000JB7E6H4 /
| 8/9/2024 6:17:27 PM |
Chg.-0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-9.38% |
-
Bid Size: - |
-
Ask Size: - |
FRAPORT AG FFM.AIRPO... |
46.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
JB7E6H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.28 |
| Parity: |
0.15 |
| Time value: |
0.24 |
| Break-even: |
42.10 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.10 |
| Spread %: |
34.48% |
| Delta: |
-0.53 |
| Theta: |
-0.04 |
| Omega: |
-6.05 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.320 |
| High: |
0.340 |
| Low: |
0.290 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+26.09% |
| 3 Months |
|
|
-6.45% |
| YTD |
|
|
+11.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.240 |
| 1M High / 1M Low: |
0.390 |
0.190 |
| 6M High / 6M Low: |
0.510 |
0.100 |
| High (YTD): |
4/16/2024 |
0.510 |
| Low (YTD): |
6/7/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.257 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.53% |
| Volatility 6M: |
|
197.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
