JP Morgan Put 64 BNP 16.08.2024
/ DE000JT06FA2
JP Morgan Put 64 BNP 16.08.2024/ DE000JT06FA2 /
| 7/12/2024 10:02:50 AM |
Chg.-0.030 |
Bid9:43:16 PM |
Ask9:43:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-10.34% |
0.280
Bid Size: 7,500 |
0.330
Ask Size: 7,500 |
BNP PARIBAS INH. ... |
64.00 EUR |
8/16/2024 |
Put |
Master data
| WKN: |
JT06FA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/22/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
0.20 |
| Time value: |
0.17 |
| Break-even: |
60.30 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.08 |
| Spread %: |
27.59% |
| Delta: |
-0.58 |
| Theta: |
-0.03 |
| Omega: |
-9.73 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
-31.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.200 |
| 1M High / 1M Low: |
0.650 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
