JP Morgan Put 4600 S&P 500 Index 18.10.2024
/ DE000JB8RNN0
JP Morgan Put 4600 S&P 500 Index .../ DE000JB8RNN0 /
| 22/07/2024 08:51:55 |
Chg.0.000 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
- |
4,600.00 - |
18/10/2024 |
Put |
Master data
| WKN: |
JB8RNN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,600.00 - |
| Maturity: |
18/10/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
17/10/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-323.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.11 |
| Parity: |
-9.05 |
| Time value: |
0.17 |
| Break-even: |
4,583.00 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.06 |
| Theta: |
-0.40 |
| Omega: |
-18.15 |
| Rho: |
-0.79 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.25% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-78.26% |
| YTD |
|
|
-88.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.096 |
| 1M High / 1M Low: |
0.180 |
0.091 |
| 6M High / 6M Low: |
1.040 |
0.091 |
| High (YTD): |
03/01/2024 |
1.570 |
| Low (YTD): |
15/07/2024 |
0.091 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
476.190 |
| Avg. price 6M: |
|
0.483 |
| Avg. volume 6M: |
|
157.480 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.47% |
| Volatility 6M: |
|
150.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
