JP Morgan Put 140 A 16.08.2024
/ DE000JB8BYB6
JP Morgan Put 140 A 16.08.2024/ DE000JB8BYB6 /
2024-05-23 12:07:27 PM |
Chg.+0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+3.85% |
- Bid Size: - |
- Ask Size: - |
Agilent Technologies |
140.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JB8BYB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-44.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
-1.19 |
Time value: |
0.31 |
Break-even: |
126.19 |
Moneyness: |
0.92 |
Premium: |
0.11 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.06 |
Spread %: |
25.93% |
Delta: |
-0.24 |
Theta: |
-0.03 |
Omega: |
-10.58 |
Rho: |
-0.08 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.90% |
1 Month |
|
|
-70.00% |
3 Months |
|
|
-78.74% |
YTD |
|
|
-74.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.260 |
1M High / 1M Low: |
0.900 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-18 |
1.590 |
Low (YTD): |
2024-05-22 |
0.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.274 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.587 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |