JP Morgan Put 235 BOX 21.06.2024
/ DE000JB1TU97
JP Morgan Put 235 BOX 21.06.2024/ DE000JB1TU97 /
| 23/05/2024 10:51:26 |
Chg.-0.020 |
Bid11:01:24 |
Ask11:01:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-2.44% |
0.810
Bid Size: 2,000 |
0.900
Ask Size: 2,000 |
BECTON, DICKINSON ... |
235.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
JB1TU9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
29/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
1.84 |
| Time value: |
-0.93 |
| Break-even: |
225.90 |
| Moneyness: |
1.09 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.43 |
| Spread abs.: |
0.09 |
| Spread %: |
10.98% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-38.93% |
| 3 Months |
|
|
-36.00% |
| YTD |
|
|
-49.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.730 |
| 1M High / 1M Low: |
1.350 |
0.730 |
| 6M High / 6M Low: |
2.060 |
0.730 |
| High (YTD): |
17/01/2024 |
1.880 |
| Low (YTD): |
20/05/2024 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.989 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.16% |
| Volatility 6M: |
|
142.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
