JP Morgan Put 80 NDA 16.08.2024
/ DE000JT06SR9
JP Morgan Put 80 NDA 16.08.2024/ DE000JT06SR9 /
| 7/26/2024 12:27:20 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
80.00 - |
8/16/2024 |
Put |
Master data
| WKN: |
JT06SR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
5/22/2024 |
| Last trading day: |
7/26/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.32 |
| Parity: |
0.83 |
| Time value: |
0.16 |
| Break-even: |
70.10 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.15 |
| Spread %: |
17.86% |
| Delta: |
-0.73 |
| Theta: |
-0.10 |
| Omega: |
-5.28 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.840 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.840 |
| 1M High / 1M Low: |
0.940 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.601 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
