JP Morgan Put 68 BNP 21.03.2025
/ DE000JT028F9
JP Morgan Put 68 BNP 21.03.2025/ DE000JT028F9 /
| 2024-08-08 8:56:54 AM |
Chg.-0.08 |
Bid2:41:14 PM |
Ask2:41:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
68.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
JT028F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-04 |
| Last trading day: |
2024-08-08 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
0.85 |
| Time value: |
0.29 |
| Break-even: |
56.60 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
15.15% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-3.10 |
| Rho: |
-0.29 |
Quote data
| Open: |
0.96 |
| High: |
0.96 |
| Low: |
0.96 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.13% |
| 1 Month |
|
|
+29.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.69 |
| 1M High / 1M Low: |
1.10 |
0.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
