JP Morgan Put 85 NET 16.08.2024
/ DE000JB71M73
JP Morgan Put 85 NET 16.08.2024/ DE000JB71M73 /
| 28/06/2024 11:43:13 |
Chg.-0.070 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-8.86% |
-
Bid Size: - |
-
Ask Size: - |
Cloudflare Inc |
85.00 USD |
16/08/2024 |
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: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.49 |
| Parity: |
0.20 |
| Time value: |
0.47 |
| Break-even: |
72.62 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.03 |
| Spread %: |
4.35% |
| Delta: |
-0.51 |
| Theta: |
-0.06 |
| Omega: |
-5.83 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.00% |
| 1 Month |
|
|
-40.50% |
| 3 Months |
|
|
+4.35% |
| YTD |
|
|
-42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.720 |
| 1M High / 1M Low: |
1.720 |
0.720 |
| 6M High / 6M Low: |
1.720 |
0.540 |
| High (YTD): |
04/06/2024 |
1.720 |
| Low (YTD): |
09/02/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.823 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.051 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.19% |
| Volatility 6M: |
|
186.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
