JP Morgan Put 195 ADI 21.06.2024
/ DE000JB7JDL4
JP Morgan Put 195 ADI 21.06.2024/ DE000JB7JDL4 /
| 2024-05-31 12:04:09 PM |
Chg.-0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-28.57% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
195.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB7JDL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 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: |
-322.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.24 |
| Parity: |
-3.64 |
| Time value: |
0.07 |
| Break-even: |
179.08 |
| Moneyness: |
0.83 |
| Premium: |
0.17 |
| Premium p.a.: |
16.97 |
| Spread abs.: |
0.05 |
| Spread %: |
294.12% |
| Delta: |
-0.06 |
| Theta: |
-0.07 |
| Omega: |
-18.26 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.035 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.25% |
| 1 Month |
|
|
-95.69% |
| 3 Months |
|
|
-98.33% |
| YTD |
|
|
-97.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.016 |
| 1M High / 1M Low: |
0.850 |
0.013 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-05 |
1.840 |
| Low (YTD): |
2024-05-23 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
494.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
