JP Morgan Put 58 BNP 20.12.2024
/ DE000JK342R8
JP Morgan Put 58 BNP 20.12.2024/ DE000JK342R8 /
2024-11-07 11:13:18 AM |
Chg.+0.037 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+58.73% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
58.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
JK342R |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
58.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-07 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-38.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.23 |
Parity: |
-0.31 |
Time value: |
0.16 |
Break-even: |
56.40 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.87 |
Spread abs.: |
0.08 |
Spread %: |
97.53% |
Delta: |
-0.31 |
Theta: |
-0.03 |
Omega: |
-11.71 |
Rho: |
-0.02 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.063 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.53% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-64.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.093 |
0.063 |
1M High / 1M Low: |
0.140 |
0.050 |
6M High / 6M Low: |
0.450 |
0.050 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.074 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.176 |
Avg. volume 6M: |
|
7.874 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
273.74% |
Volatility 6M: |
|
269.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |