JP Morgan Put 140 A 21.06.2024
/ DE000JB7JDH2
JP Morgan Put 140 A 21.06.2024/ DE000JB7JDH2 /
| 2024-05-23 12:05:16 PM |
Chg.-0.001 |
Bid9:24:23 PM |
Ask9:24:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.098EUR |
-1.01% |
0.140
Bid Size: 50,000 |
0.160
Ask Size: 50,000 |
Agilent Technologies |
140.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB7JDH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-83.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
-1.19 |
| Time value: |
0.17 |
| Break-even: |
127.63 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
2.18 |
| Spread abs.: |
0.07 |
| Spread %: |
70.00% |
| Delta: |
-0.19 |
| Theta: |
-0.07 |
| Omega: |
-15.69 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.098 |
| High: |
0.098 |
| Low: |
0.098 |
| Previous Close: |
0.099 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.91% |
| 1 Month |
|
|
-86.76% |
| 3 Months |
|
|
-91.40% |
| YTD |
|
|
-88.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.094 |
| 1M High / 1M Low: |
0.740 |
0.094 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-18 |
1.440 |
| Low (YTD): |
2024-05-20 |
0.094 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
