JP Morgan Put 140 A 16.08.2024
/ DE000JB8BYB6
JP Morgan Put 140 A 16.08.2024/ DE000JB8BYB6 /
| 2024-06-07 12:47:07 PM |
Chg.+0.090 |
Bid2:04:19 PM |
Ask2:04:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+11.69% |
0.850
Bid Size: 3,000 |
0.890
Ask Size: 3,000 |
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: |
-14.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
0.66 |
| Time value: |
0.17 |
| Break-even: |
120.27 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
5.88% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-9.75 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.85% |
| 1 Month |
|
|
+26.47% |
| 3 Months |
|
|
+36.51% |
| YTD |
|
|
-19.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.770 |
| 1M High / 1M Low: |
1.060 |
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: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
486.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
