JP Morgan Put 70 MET 20.09.2024
/ DE000JB9NY91
JP Morgan Put 70 MET 20.09.2024/ DE000JB9NY91 /
05/08/2024 17:09:32 |
Chg.+0.351 |
Bid20:14:53 |
Ask20:14:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+594.92% |
0.360 Bid Size: 125,000 |
0.370 Ask Size: 125,000 |
MetLife Inc |
70.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
JB9NY9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MetLife Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
10/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
-0.05 |
Time value: |
0.24 |
Break-even: |
61.77 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.03 |
Spread %: |
13.04% |
Delta: |
-0.43 |
Theta: |
-0.03 |
Omega: |
-11.74 |
Rho: |
-0.04 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.059 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+572.13% |
1 Month |
|
|
+86.36% |
3 Months |
|
|
+24.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.041 |
1M High / 1M Low: |
0.270 |
0.041 |
6M High / 6M Low: |
0.690 |
0.041 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.055 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.113 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.298 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
335.37% |
Volatility 6M: |
|
195.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |