JP Morgan Put 60 BNR 15.11.2024
/ DE000JV1J8G1
JP Morgan Put 60 BNR 15.11.2024/ DE000JV1J8G1 /
| 2024-11-12 5:14:31 PM |
Chg.+0.302 |
Bid8:02:17 PM |
Ask8:02:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+520.69% |
0.330
Bid Size: 5,000 |
0.360
Ask Size: 5,000 |
BRENNTAG SE NA O.N. |
60.00 EUR |
2024-11-15 |
Put |
Master data
| WKN: |
JV1J8G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-24 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-55.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.21 |
| Parity: |
-0.15 |
| Time value: |
0.11 |
| Break-even: |
58.90 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
89.66% |
| Delta: |
-0.35 |
| Theta: |
-0.27 |
| Omega: |
-19.61 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.360 |
| Low: |
0.120 |
| Previous Close: |
0.058 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+227.27% |
| 1 Month |
|
|
+520.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.058 |
| 1M High / 1M Low: |
0.150 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
