JP Morgan Put 88 BMW 16.08.2024
/ DE000JT1FL47
JP Morgan Put 88 BMW 16.08.2024/ DE000JT1FL47 /
| 2024-07-23 10:14:52 AM |
Chg.+0.030 |
Bid5:04:23 PM |
Ask5:04:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+25.00% |
0.160
Bid Size: 150,000 |
0.170
Ask Size: 150,000 |
BAY.MOTOREN WERKE AG... |
88.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
JT1FL4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
88.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-60.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-0.29 |
| Time value: |
0.15 |
| Break-even: |
86.50 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
-0.31 |
| Theta: |
-0.05 |
| Omega: |
-18.99 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-51.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.120 |
| 1M High / 1M Low: |
0.300 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
