JP Morgan Put 62 NDA 20.09.2024
/ DE000JB83MM0
JP Morgan Put 62 NDA 20.09.2024/ DE000JB83MM0 /
| 9/3/2024 5:06:26 PM |
Chg.+0.019 |
Bid9:01:04 PM |
Ask9:01:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
+57.58% |
0.050
Bid Size: 1,000 |
0.350
Ask Size: 1,000 |
AURUBIS AG |
62.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
JB83MM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
62.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.32 |
| Parity: |
-0.64 |
| Time value: |
0.33 |
| Break-even: |
58.70 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
16.24 |
| Spread abs.: |
0.30 |
| Spread %: |
964.52% |
| Delta: |
-0.29 |
| Theta: |
-0.16 |
| Omega: |
-6.05 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.038 |
| High: |
0.052 |
| Low: |
0.038 |
| Previous Close: |
0.033 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-65.33% |
| YTD |
|
|
-87.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.031 |
| 1M High / 1M Low: |
0.330 |
0.031 |
| 6M High / 6M Low: |
0.760 |
0.031 |
| High (YTD): |
2/13/2024 |
0.780 |
| Low (YTD): |
8/30/2024 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.220 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.38% |
| Volatility 6M: |
|
352.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
