JP Morgan Put 240 BOX 21.06.2024
/ DE000JB1TUB1
JP Morgan Put 240 BOX 21.06.2024/ DE000JB1TUB1 /
| 2024-05-23 10:51:27 AM |
Chg.-0.02 |
Bid6:27:45 PM |
Ask6:27:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-1.90% |
1.20
Bid Size: 30,000 |
1.23
Ask Size: 30,000 |
BECTON, DICKINSON ... |
240.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JB1TUB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
2.34 |
| Time value: |
-1.20 |
| Break-even: |
228.60 |
| Moneyness: |
1.11 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.51 |
| Spread abs.: |
0.09 |
| Spread %: |
8.57% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.10% |
| 1 Month |
|
|
-33.12% |
| 3 Months |
|
|
-28.97% |
| YTD |
|
|
-42.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.96 |
| 1M High / 1M Low: |
1.59 |
0.95 |
| 6M High / 6M Low: |
2.27 |
0.95 |
| High (YTD): |
2024-01-17 |
2.09 |
| Low (YTD): |
2024-05-03 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.32% |
| Volatility 6M: |
|
126.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
