JP Morgan Put 35 CMCSA 19.07.2024
/ DE000JB7LA85
JP Morgan Put 35 CMCSA 19.07.2024/ DE000JB7LA85 /
| 2024-05-23 10:19:28 AM |
Chg.+0.005 |
Bid1:26:15 PM |
Ask1:26:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
+22.73% |
0.026
Bid Size: 50,000 |
0.036
Ask Size: 50,000 |
Comcast Corporation |
35.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB7LA8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-102.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-0.36 |
| Time value: |
0.04 |
| Break-even: |
31.98 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.01 |
| Spread %: |
40.00% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-15.76 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.027 |
| High: |
0.027 |
| Low: |
0.027 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.39% |
| 1 Month |
|
|
-28.95% |
| 3 Months |
|
|
-51.79% |
| YTD |
|
|
-57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.023 |
0.021 |
| 1M High / 1M Low: |
0.061 |
0.021 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-04 |
0.074 |
| Low (YTD): |
2024-05-20 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
422.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
