JP Morgan Put 66 NDA 20.09.2024
/ DE000JB83MP3
JP Morgan Put 66 NDA 20.09.2024/ DE000JB83MP3 /
| 7/29/2024 2:20:46 PM |
Chg.-0.030 |
Bid2:37:09 PM |
Ask2:37:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-14.29% |
0.190
Bid Size: 2,000 |
0.290
Ask Size: 2,000 |
AURUBIS AG |
66.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
JB83MP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
66.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.32 |
| Parity: |
-0.54 |
| Time value: |
0.40 |
| Break-even: |
62.00 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.20 |
| Spread %: |
100.00% |
| Delta: |
-0.32 |
| Theta: |
-0.05 |
| Omega: |
-5.70 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.180 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
-28.00% |
| YTD |
|
|
-65.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.180 |
| 1M High / 1M Low: |
0.230 |
0.091 |
| 6M High / 6M Low: |
1.020 |
0.091 |
| High (YTD): |
3/5/2024 |
1.020 |
| Low (YTD): |
7/12/2024 |
0.091 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.04% |
| Volatility 6M: |
|
232.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
