JP Morgan Put 68 BNR 20.09.2024
/ DE000JB8YSW6
JP Morgan Put 68 BNR 20.09.2024/ DE000JB8YSW6 /
| 8/15/2024 6:13:40 PM |
Chg.-0.080 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-14.55% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
68.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
JB8YSW |
| 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: |
9/20/2024 |
| Issue date: |
12/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.48 |
| Time value: |
0.03 |
| Break-even: |
62.90 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
-0.79 |
| Theta: |
-0.01 |
| Omega: |
-9.85 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.470 |
| High: |
0.500 |
| Low: |
0.470 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.08% |
| 1 Month |
|
|
-7.84% |
| 3 Months |
|
|
+67.86% |
| YTD |
|
|
+135.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.420 |
| 1M High / 1M Low: |
0.550 |
0.320 |
| 6M High / 6M Low: |
0.550 |
0.096 |
| High (YTD): |
8/14/2024 |
0.550 |
| Low (YTD): |
3/6/2024 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.303 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.73% |
| Volatility 6M: |
|
224.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
