JP Morgan Put 65 ADM 20.09.2024
/ DE000JB9GZ32
JP Morgan Put 65 ADM 20.09.2024/ DE000JB9GZ32 /
9/4/2024 8:31:47 AM |
Chg.+0.040 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+10.53% |
- Bid Size: - |
- Ask Size: - |
Archer Daniels Midla... |
65.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JB9GZ3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Archer Daniels Midland Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/9/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.36 |
Historic volatility: |
0.29 |
Parity: |
0.40 |
Time value: |
0.03 |
Break-even: |
54.53 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
7.50% |
Delta: |
-0.81 |
Theta: |
-0.03 |
Omega: |
-10.29 |
Rho: |
-0.02 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
-17.65% |
3 Months |
|
|
-12.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.360 |
1M High / 1M Low: |
0.690 |
0.360 |
6M High / 6M Low: |
1.210 |
0.220 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.378 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.545 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.553 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.32% |
Volatility 6M: |
|
171.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |