JP Morgan Put 67 TOTB 19.07.2024
/ DE000JK8MJ51
JP Morgan Put 67 TOTB 19.07.2024/ DE000JK8MJ51 /
2024-06-28 11:59:35 AM |
Chg.-0.040 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-8.00% |
- Bid Size: - |
- Ask Size: - |
TOTALENERGIES SE EO... |
67.00 EUR |
2024-07-19 |
Put |
Master data
WKN: |
JK8MJ5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
TOTALENERGIES SE EO 2,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
67.00 EUR |
Maturity: |
2024-07-19 |
Issue date: |
2024-04-26 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.42 |
Historic volatility: |
0.19 |
Parity: |
0.50 |
Time value: |
0.07 |
Break-even: |
61.30 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.09 |
Spread %: |
18.75% |
Delta: |
-0.75 |
Theta: |
-0.04 |
Omega: |
-8.20 |
Rho: |
-0.03 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.81% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.440 |
1M High / 1M Low: |
0.640 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.409 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
434.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |