JP Morgan Put 64 NDA 20.09.2024
/ DE000JB83MN8
JP Morgan Put 64 NDA 20.09.2024/ DE000JB83MN8 /
| 2024-07-29 11:29:24 AM |
Chg.-0.020 |
Bid11:48:48 AM |
Ask11:48:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-12.50% |
0.130
Bid Size: 2,000 |
0.230
Ask Size: 2,000 |
AURUBIS AG |
64.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB83MN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.32 |
| Parity: |
-0.74 |
| Time value: |
0.35 |
| Break-even: |
60.50 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.20 |
| Spread %: |
133.33% |
| Delta: |
-0.28 |
| Theta: |
-0.05 |
| Omega: |
-5.70 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.140 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-69.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.140 |
| 1M High / 1M Low: |
0.180 |
0.071 |
| 6M High / 6M Low: |
0.890 |
0.071 |
| High (YTD): |
2024-02-13 |
0.890 |
| Low (YTD): |
2024-07-12 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.25% |
| Volatility 6M: |
|
238.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
