JP Morgan Put 64 BNR 19.07.2024
/ DE000JT0B2J1
JP Morgan Put 64 BNR 19.07.2024/ DE000JT0B2J1 /
| 2024-06-28 5:29:26 PM |
Chg.+0.010 |
Bid5:36:36 PM |
Ask5:36:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.170
Bid Size: 15,000 |
0.190
Ask Size: 15,000 |
BRENNTAG SE NA O.N. |
64.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
JT0B2J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-27 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-35.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.05 |
| Time value: |
0.13 |
| Break-even: |
62.20 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-18.47 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.160 |
| High: |
0.170 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+70.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.094 |
| 1M High / 1M Low: |
0.160 |
0.053 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.129 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
