JP Morgan Put 46 SHL 20.09.2024
/ DE000JB7X4G8
JP Morgan Put 46 SHL 20.09.2024/ DE000JB7X4G8 /
| 02/07/2024 08:59:27 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
46.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
JB7X4G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
02/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-111.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-0.74 |
| Time value: |
0.05 |
| Break-even: |
45.52 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
26.32% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-13.40 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.037 |
| High: |
0.037 |
| Low: |
0.037 |
| Previous Close: |
0.037 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.71% |
| 3 Months |
|
|
-56.47% |
| YTD |
|
|
-81.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.037 |
0.037 |
| 1M High / 1M Low: |
0.064 |
0.026 |
| 6M High / 6M Low: |
0.230 |
0.026 |
| High (YTD): |
03/01/2024 |
0.250 |
| Low (YTD): |
28/06/2024 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.34% |
| Volatility 6M: |
|
186.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
