JP Morgan Put 52 FRA 20.09.2024
/ DE000JB7L3B5
JP Morgan Put 52 FRA 20.09.2024/ DE000JB7L3B5 /
| 29/07/2024 17:17:15 |
Chg.+0.010 |
Bid17:36:31 |
Ask17:36:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+1.75% |
0.580
Bid Size: 2,000 |
0.780
Ask Size: 2,000 |
FRAPORT AG FFM.AIRPO... |
52.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
JB7L3B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.28 |
| Parity: |
0.51 |
| Time value: |
0.21 |
| Break-even: |
44.80 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
26.32% |
| Delta: |
-0.63 |
| Theta: |
-0.03 |
| Omega: |
-4.10 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.560 |
| High: |
0.600 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.54% |
| 3 Months |
|
|
-12.12% |
| YTD |
|
|
+23.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.570 |
| 1M High / 1M Low: |
0.640 |
0.460 |
| 6M High / 6M Low: |
0.890 |
0.270 |
| High (YTD): |
16/04/2024 |
0.890 |
| Low (YTD): |
07/06/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.524 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.70% |
| Volatility 6M: |
|
136.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
