JP Morgan Put 105 XOM 19.07.2024
/ DE000JB6FP38
JP Morgan Put 105 XOM 19.07.2024/ DE000JB6FP38 /
2024-06-05 8:38:57 AM |
Chg.+0.018 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.069EUR |
+35.29% |
- Bid Size: - |
- Ask Size: - |
Exxon Mobil Corp |
105.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JB6FP3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Exxon Mobil Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2023-11-21 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-129.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
-0.70 |
Time value: |
0.08 |
Break-even: |
95.69 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.01 |
Spread %: |
14.29% |
Delta: |
-0.17 |
Theta: |
-0.02 |
Omega: |
-21.98 |
Rho: |
-0.02 |
Quote data
Open: |
0.069 |
High: |
0.069 |
Low: |
0.069 |
Previous Close: |
0.051 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.82% |
1 Month |
|
|
-13.75% |
3 Months |
|
|
-86.47% |
YTD |
|
|
-91.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.037 |
1M High / 1M Low: |
0.069 |
0.022 |
6M High / 6M Low: |
1.100 |
0.022 |
High (YTD): |
2024-01-18 |
1.100 |
Low (YTD): |
2024-05-20 |
0.022 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.445 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
379.93% |
Volatility 6M: |
|
221.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |