JP Morgan Put 220 SND 21.06.2024
/ DE000JK89VE6
JP Morgan Put 220 SND 21.06.2024/ DE000JK89VE6 /
2024-06-04 8:41:18 AM |
Chg.+0.060 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+42.86% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
220.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
JK89VE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-30 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-45.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.21 |
Parity: |
-0.66 |
Time value: |
0.50 |
Break-even: |
215.00 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
1.91 |
Spread abs.: |
0.30 |
Spread %: |
150.00% |
Delta: |
-0.35 |
Theta: |
-0.21 |
Omega: |
-15.77 |
Rho: |
-0.04 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+81.82% |
1 Month |
|
|
-82.46% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.110 |
1M High / 1M Low: |
1.050 |
0.071 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.162 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.282 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
574.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |