JP Morgan Put 70 MET 20.09.2024
/ DE000JB9NY91
JP Morgan Put 70 MET 20.09.2024/ DE000JB9NY91 /
| 10/07/2024 09:54:24 |
Chg.-0.020 |
Bid20:59:58 |
Ask20:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-7.69% |
0.180
Bid Size: 100,000 |
0.190
Ask Size: 100,000 |
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: |
-25.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.01 |
| Time value: |
0.24 |
| Break-even: |
62.23 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
-0.46 |
| Theta: |
-0.02 |
| Omega: |
-11.81 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.220 |
| 1M High / 1M Low: |
0.350 |
0.170 |
| 6M High / 6M Low: |
0.720 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.56% |
| Volatility 6M: |
|
165.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
