JP Morgan Put 60 FMC 19.07.2024
/ DE000JB71LC8
JP Morgan Put 60 FMC 19.07.2024/ DE000JB71LC8 /
| 7/17/2024 11:50:49 AM |
Chg.-0.070 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-33.33% |
-
Bid Size: - |
-
Ask Size: - |
FMC Corp |
60.00 USD |
7/19/2024 |
Put |
Master data
| WKN: |
JB71LC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.40 |
| Parity: |
0.07 |
| Time value: |
0.08 |
| Break-even: |
53.54 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
13.54 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
-0.59 |
| Theta: |
-0.27 |
| Omega: |
-21.24 |
| Rho: |
0.00 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-71.43% |
| 1 Month |
|
|
-78.13% |
| 3 Months |
|
|
-82.05% |
| YTD |
|
|
-77.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.210 |
| 1M High / 1M Low: |
0.650 |
0.210 |
| 6M High / 6M Low: |
1.150 |
0.170 |
| High (YTD): |
2/21/2024 |
1.150 |
| Low (YTD): |
5/14/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.586 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.68% |
| Volatility 6M: |
|
232.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
