JP Morgan Put 235 SND 21.06.2024
/ DE000JK84TN2
JP Morgan Put 235 SND 21.06.2024/ DE000JK84TN2 /
| 2024-06-05 9:24:20 AM |
Chg.-0.03 |
Bid9:03:33 PM |
Ask9:03:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-2.83% |
0.78
Bid Size: 2,000 |
0.98
Ask Size: 2,000 |
SCHNEIDER ELEC. INH.... |
235.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
JK84TN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
1.06 |
| Time value: |
0.29 |
| Break-even: |
221.50 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.30 |
| Spread %: |
28.57% |
| Delta: |
-0.70 |
| Theta: |
-0.18 |
| Omega: |
-11.61 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.49% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.63 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
