JP Morgan Put 4600 S&P 500 Index 20.06.2025
/ DE000JB84HG0
JP Morgan Put 4600 S&P 500 Index .../ DE000JB84HG0 /
| 2024-11-04 10:17:35 AM |
Chg.-0.040 |
Bid9:44:19 PM |
Ask9:44:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-6.67% |
0.560
Bid Size: 150,000 |
0.570
Ask Size: 150,000 |
- |
4,600.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
JB84HG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,600.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-98.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.12 |
| Parity: |
-11.29 |
| Time value: |
0.58 |
| Break-even: |
4,542.00 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
-0.10 |
| Theta: |
-0.38 |
| Omega: |
-9.70 |
| Rho: |
-3.88 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-13.85% |
| 3 Months |
|
|
-37.08% |
| YTD |
|
|
-75.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.470 |
| 1M High / 1M Low: |
0.670 |
0.460 |
| 6M High / 6M Low: |
1.490 |
0.460 |
| High (YTD): |
2024-01-03 |
2.470 |
| Low (YTD): |
2024-10-23 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.531 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.723 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.69% |
| Volatility 6M: |
|
168.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
