JP Morgan Put 62 BNR 16.08.2024
/ DE000JT0R631
JP Morgan Put 62 BNR 16.08.2024/ DE000JT0R631 /
| 02/08/2024 15:22:40 |
Chg.-0.014 |
Bid15:50:55 |
Ask15:50:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
-21.88% |
0.050
Bid Size: 100,000 |
0.060
Ask Size: 100,000 |
BRENNTAG SE NA O.N. |
62.00 EUR |
16/08/2024 |
Put |
Master data
| WKN: |
JT0R63 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
62.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
27/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-74.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.18 |
| Parity: |
-0.31 |
| Time value: |
0.09 |
| Break-even: |
61.13 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
3.61 |
| Spread abs.: |
0.02 |
| Spread %: |
29.85% |
| Delta: |
-0.26 |
| Theta: |
-0.06 |
| Omega: |
-19.38 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.051 |
| High: |
0.058 |
| Low: |
0.050 |
| Previous Close: |
0.064 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.03% |
| 1 Month |
|
|
-64.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.048 |
| 1M High / 1M Low: |
0.150 |
0.048 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.057 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
