JP Morgan Put 245 BOX 21.06.2024
/ DE000JB1P2V7
JP Morgan Put 245 BOX 21.06.2024/ DE000JB1P2V7 /
| 2024-05-13 9:00:13 AM |
Chg.-0.01 |
Bid6:46:56 PM |
Ask6:46:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-0.75% |
1.30
Bid Size: 30,000 |
1.32
Ask Size: 30,000 |
BECTON, DICKINSON ... |
245.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JB1P2V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
245.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.62 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
2.62 |
| Time value: |
-1.18 |
| Break-even: |
230.60 |
| Moneyness: |
1.12 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.40 |
| Spread abs.: |
0.10 |
| Spread %: |
7.46% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
-13.73% |
| 3 Months |
|
|
-24.14% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.33 |
| 1M High / 1M Low: |
2.00 |
1.17 |
| 6M High / 6M Low: |
2.60 |
1.17 |
| High (YTD): |
2024-01-17 |
2.33 |
| Low (YTD): |
2024-05-03 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.05% |
| Volatility 6M: |
|
106.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
