JP Morgan Put 68 BNR 16.08.2024
/ DE000JT06FE4
JP Morgan Put 68 BNR 16.08.2024/ DE000JT06FE4 /
| 02/08/2024 16:21:40 |
Chg.-0.040 |
Bid16:48:16 |
Ask16:48:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-11.76% |
0.290
Bid Size: 100,000 |
0.300
Ask Size: 100,000 |
BRENNTAG SE NA O.N. |
68.00 EUR |
16/08/2024 |
Put |
Master data
| WKN: |
JT06FE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
22/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
0.29 |
| Time value: |
0.08 |
| Break-even: |
64.30 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
-0.71 |
| Theta: |
-0.05 |
| Omega: |
-12.42 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.290 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.280 |
| 1M High / 1M Low: |
0.510 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
