JP Morgan Put 66 NDA 16.08.2024
/ DE000JT06HW2
JP Morgan Put 66 NDA 16.08.2024/ DE000JT06HW2 /
| 8/14/2024 4:24:53 PM |
Chg.-0.050 |
Bid6:16:20 PM |
Ask6:16:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-20.00% |
0.190
Bid Size: 1,000 |
0.690
Ask Size: 1,000 |
AURUBIS AG |
66.00 EUR |
8/16/2024 |
Put |
Master data
| WKN: |
JT06HW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
66.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/22/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
2.17 |
| Historic volatility: |
0.33 |
| Parity: |
0.23 |
| Time value: |
0.31 |
| Break-even: |
60.60 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.30 |
| Spread %: |
125.00% |
| Delta: |
-0.56 |
| Theta: |
-1.01 |
| Omega: |
-6.55 |
| Rho: |
0.00 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.200 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.95% |
| 1 Month |
|
|
+387.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.200 |
| 1M High / 1M Low: |
0.590 |
0.048 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,401.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
