JP Morgan Put 77 BK 15.11.2024
/ DE000JV3NAF9
JP Morgan Put 77 BK 15.11.2024/ DE000JV3NAF9 /
| 2024-11-08 11:49:42 AM |
Chg.+0.026 |
Bid1:00:46 PM |
Ask1:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
+68.42% |
0.061
Bid Size: 5,000 |
0.076
Ask Size: 5,000 |
Bank of New York Mel... |
77.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JV3NAF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of New York Mellon Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
77.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-21 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-86.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-0.06 |
| Time value: |
0.08 |
| Break-even: |
70.50 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.02 |
| Spread %: |
31.75% |
| Delta: |
-0.40 |
| Theta: |
-0.08 |
| Omega: |
-34.50 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.038 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.52% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.038 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
