JP Morgan Put 50 NDA 20.09.2024
/ DE000JB86WP5
JP Morgan Put 50 NDA 20.09.2024/ DE000JB86WP5 /
| 2024-06-27 6:21:41 PM |
Chg.+0.003 |
Bid2024-06-27 |
Ask2024-06-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
+9.38% |
0.035
Bid Size: 1,000 |
0.540
Ask Size: 1,000 |
AURUBIS AG |
50.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB86WP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.33 |
| Parity: |
-2.44 |
| Time value: |
0.33 |
| Break-even: |
46.70 |
| Moneyness: |
0.67 |
| Premium: |
0.37 |
| Premium p.a.: |
2.89 |
| Spread abs.: |
0.30 |
| Spread %: |
931.25% |
| Delta: |
-0.14 |
| Theta: |
-0.05 |
| Omega: |
-3.18 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.032 |
| High: |
0.035 |
| Low: |
0.032 |
| Previous Close: |
0.032 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.62% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-73.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.026 |
| 1M High / 1M Low: |
0.057 |
0.026 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
