JP Morgan Put 220 BOX 20.09.2024
/ DE000JK1MSM6
JP Morgan Put 220 BOX 20.09.2024/ DE000JK1MSM6 /
| 2024-05-23 12:28:07 PM |
Chg.-0.030 |
Bid9:13:38 PM |
Ask9:13:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-3.13% |
1.110
Bid Size: 50,000 |
1.130
Ask Size: 50,000 |
BECTON, DICKINSON ... |
220.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
JK1MSM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.34 |
| Time value: |
0.72 |
| Break-even: |
209.40 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
10.42% |
| Delta: |
-0.49 |
| Theta: |
-0.03 |
| Omega: |
-9.95 |
| Rho: |
-0.38 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.14% |
| 1 Month |
|
|
-28.46% |
| 3 Months |
|
|
-18.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.850 |
| 1M High / 1M Low: |
1.350 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
