JP Morgan Put 85 NET 16.08.2024
/ DE000JB71M73
JP Morgan Put 85 NET 16.08.2024/ DE000JB71M73 /
| 2024-07-11 12:08:45 PM |
Chg.+0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+6.15% |
-
Bid Size: - |
-
Ask Size: - |
Cloudflare Inc |
85.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB71M7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.48 |
| Parity: |
0.24 |
| Time value: |
0.47 |
| Break-even: |
71.36 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
-0.52 |
| Theta: |
-0.08 |
| Omega: |
-5.55 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.21% |
| 1 Month |
|
|
-51.06% |
| 3 Months |
|
|
-5.48% |
| YTD |
|
|
-45.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.470 |
| 1M High / 1M Low: |
1.410 |
0.470 |
| 6M High / 6M Low: |
1.720 |
0.470 |
| High (YTD): |
2024-06-04 |
1.720 |
| Low (YTD): |
2024-07-08 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.553 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.001 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.09% |
| Volatility 6M: |
|
188.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
