JP Morgan Put 94 BMW 16.08.2024
/ DE000JT06EW9
JP Morgan Put 94 BMW 16.08.2024/ DE000JT06EW9 /
| 2024-07-23 9:44:14 AM |
Chg.+0.050 |
Bid5:11:51 PM |
Ask5:11:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+12.20% |
0.490
Bid Size: 150,000 |
0.500
Ask Size: 150,000 |
BAY.MOTOREN WERKE AG... |
94.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
JT06EW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
94.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.31 |
| Time value: |
0.11 |
| Break-even: |
89.80 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
-0.66 |
| Theta: |
-0.04 |
| Omega: |
-14.33 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.36% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.380 |
| 1M High / 1M Low: |
0.710 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.565 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
