JP Morgan Put 215 BOX 21.06.2024
/ DE000JB5EQA4
JP Morgan Put 215 BOX 21.06.2024/ DE000JB5EQA4 /
| 2024-05-22 2:27:13 PM |
Chg.- |
Bid10:37:47 AM |
Ask10:37:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
- |
0.150
Bid Size: 1,000 |
0.300
Ask Size: 1,000 |
BECTON, DICKINSON ... |
215.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JB5EQA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
215.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-69.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
-0.16 |
| Time value: |
0.31 |
| Break-even: |
211.90 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.15 |
| Spread %: |
93.75% |
| Delta: |
-0.41 |
| Theta: |
-0.06 |
| Omega: |
-28.32 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.150 |
| High: |
0.160 |
| Low: |
0.150 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-70.91% |
| 3 Months |
|
|
-72.41% |
| YTD |
|
|
-81.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.140 |
| 1M High / 1M Low: |
0.570 |
0.140 |
| 6M High / 6M Low: |
1.330 |
0.140 |
| High (YTD): |
2024-01-18 |
1.120 |
| Low (YTD): |
2024-05-21 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.725 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.95% |
| Volatility 6M: |
|
207.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
