JP Morgan Put 250 BOX 21.06.2024
/ DE000JB03XM5
JP Morgan Put 250 BOX 21.06.2024/ DE000JB03XM5 /
| 2024-05-27 3:39:34 PM |
Chg.+0.12 |
Bid4:08:19 PM |
Ask4:08:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
+6.28% |
2.04
Bid Size: 500 |
-
Ask Size: - |
BECTON, DICKINSON ... |
250.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JB03XM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
3.91 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
3.91 |
| Time value: |
-2.05 |
| Break-even: |
231.40 |
| Moneyness: |
1.19 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.77 |
| Spread abs.: |
-0.17 |
| Spread %: |
-8.37% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
1.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.68% |
| 1 Month |
|
|
-4.25% |
| 3 Months |
|
|
+5.18% |
| YTD |
|
|
-7.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.50 |
| 1M High / 1M Low: |
2.10 |
1.40 |
| 6M High / 6M Low: |
2.69 |
1.40 |
| High (YTD): |
2024-01-17 |
2.56 |
| Low (YTD): |
2024-05-03 |
1.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.42% |
| Volatility 6M: |
|
104.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
