JP Morgan Put 68 BNR 20.09.2024
/ DE000JB8YSW6
JP Morgan Put 68 BNR 20.09.2024/ DE000JB8YSW6 /
| 31/07/2024 17:21:08 |
Chg.0.000 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
68.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.21 |
| Time value: |
0.13 |
| Break-even: |
64.60 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-11.50 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.300 |
| High: |
0.320 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
-40.74% |
| 3 Months |
|
|
+39.13% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.320 |
| 1M High / 1M Low: |
0.530 |
0.320 |
| 6M High / 6M Low: |
0.540 |
0.096 |
| High (YTD): |
28/06/2024 |
0.540 |
| Low (YTD): |
06/03/2024 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.428 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.283 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.32% |
| Volatility 6M: |
|
212.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
