JP Morgan Put 60 BNP 16.08.2024
/ DE000JT3EJD8
JP Morgan Put 60 BNP 16.08.2024/ DE000JT3EJD8 /
7/11/2024 8:53:07 AM |
Chg.-0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-14.29% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
60.00 EUR |
8/16/2024 |
Put |
Master data
WKN: |
JT3EJD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
8/16/2024 |
Issue date: |
6/11/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-29.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.23 |
Parity: |
-0.16 |
Time value: |
0.21 |
Break-even: |
57.90 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.08 |
Spread %: |
61.54% |
Delta: |
-0.38 |
Theta: |
-0.04 |
Omega: |
-11.10 |
Rho: |
-0.03 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.21% |
1 Month |
|
|
-45.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.075 |
1M High / 1M Low: |
0.360 |
0.075 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.103 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
425.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |