JP Morgan Put 62 BNR 16.08.2024
/ DE000JT0R631
JP Morgan Put 62 BNR 16.08.2024/ DE000JT0R631 /
| 30/07/2024 16:16:25 |
Chg.+0.001 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
+1.79% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-85.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
-0.37 |
| Time value: |
0.08 |
| Break-even: |
61.23 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
3.13 |
| Spread abs.: |
0.02 |
| Spread %: |
35.09% |
| Delta: |
-0.23 |
| Theta: |
-0.05 |
| Omega: |
-19.43 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.057 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-62.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.056 |
| 1M High / 1M Low: |
0.150 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
