JP Morgan Put 68 BNR 20.09.2024
/ DE000JB8YSW6
JP Morgan Put 68 BNR 20.09.2024/ DE000JB8YSW6 /
| 7/8/2024 12:22:29 PM |
Chg.+0.020 |
Bid2:32:35 PM |
Ask2:32:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+4.44% |
0.490
Bid Size: 100,000 |
0.500
Ask Size: 100,000 |
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: |
-13.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.40 |
| Time value: |
0.08 |
| Break-even: |
63.20 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-9.06 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.32% |
| 1 Month |
|
|
+11.90% |
| 3 Months |
|
|
+123.81% |
| YTD |
|
|
+135.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.450 |
| 1M High / 1M Low: |
0.540 |
0.330 |
| 6M High / 6M Low: |
0.540 |
0.096 |
| High (YTD): |
6/28/2024 |
0.540 |
| Low (YTD): |
3/6/2024 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.255 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.51% |
| Volatility 6M: |
|
210.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
