JP Morgan Put 76 NDA 16.08.2024
/ DE000JT06SP3
JP Morgan Put 76 NDA 16.08.2024/ DE000JT06SP3 /
| 2024-07-30 4:19:40 PM |
Chg.+0.120 |
Bid5:24:48 PM |
Ask5:24:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+23.53% |
0.630
Bid Size: 2,000 |
0.730
Ask Size: 2,000 |
AURUBIS AG |
76.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
JT06SP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.32 |
| Parity: |
0.43 |
| Time value: |
0.29 |
| Break-even: |
68.80 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.20 |
| Spread %: |
38.46% |
| Delta: |
-0.60 |
| Theta: |
-0.13 |
| Omega: |
-6.01 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.590 |
| High: |
0.670 |
| Low: |
0.590 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
+14.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.510 |
| 1M High / 1M Low: |
0.610 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
