JP Morgan Put 90 BIDU 20.09.2024
/ DE000JB581Q4
JP Morgan Put 90 BIDU 20.09.2024/ DE000JB581Q4 /
| 2024-07-26 8:23:10 AM |
Chg.-0.020 |
Bid9:08:22 PM |
Ask9:08:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-3.33% |
0.540
Bid Size: 100,000 |
0.550
Ask Size: 100,000 |
Baidu Inc |
90.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB581Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
0.20 |
| Time value: |
0.42 |
| Break-even: |
76.74 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.03 |
| Spread %: |
5.08% |
| Delta: |
-0.51 |
| Theta: |
-0.04 |
| Omega: |
-6.70 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+38.10% |
| YTD |
|
|
+28.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.480 |
| 1M High / 1M Low: |
0.730 |
0.210 |
| 6M High / 6M Low: |
0.730 |
0.190 |
| High (YTD): |
2024-01-22 |
0.830 |
| Low (YTD): |
2024-05-17 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.80% |
| Volatility 6M: |
|
199.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
