JP Morgan Put 60 BK 20.09.2024
/ DE000JK9W920
JP Morgan Put 60 BK 20.09.2024/ DE000JK9W920 /
8/30/2024 8:51:46 AM |
Chg.0.000 |
Bid9:55:09 PM |
Ask9:55:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.006EUR |
0.00% |
0.004 Bid Size: 3,000 |
0.054 Ask Size: 3,000 |
Bank of New York Mel... |
60.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JK9W92 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bank of New York Mellon Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
5/21/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-126.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.16 |
Parity: |
-0.74 |
Time value: |
0.05 |
Break-even: |
53.82 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
8.07 |
Spread abs.: |
0.05 |
Spread %: |
1,250.00% |
Delta: |
-0.13 |
Theta: |
-0.04 |
Omega: |
-15.89 |
Rho: |
0.00 |
Quote data
Open: |
0.006 |
High: |
0.006 |
Low: |
0.006 |
Previous Close: |
0.006 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-62.50% |
1 Month |
|
|
-82.35% |
3 Months |
|
|
-98.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.006 |
1M High / 1M Low: |
0.140 |
0.006 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
555.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |