JP Morgan Put 35 CTP2 21.06.2024
/ DE000JS53V18
JP Morgan Put 35 CTP2 21.06.2024/ DE000JS53V18 /
2024-05-24 8:27:15 AM |
Chg.0.000 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
COMCAST CORP. A D... |
35.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JS53V1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
COMCAST CORP. A DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-31 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-177.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.19 |
Parity: |
-0.05 |
Time value: |
0.02 |
Break-even: |
34.80 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.01 |
Spread %: |
100.00% |
Delta: |
-0.28 |
Theta: |
-0.01 |
Omega: |
-49.98 |
Rho: |
-0.01 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
-76.74% |
3 Months |
|
|
-78.72% |
YTD |
|
|
-80.00% |
1 Year |
|
|
-95.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.007 |
1M High / 1M Low: |
0.043 |
0.007 |
6M High / 6M Low: |
0.084 |
0.007 |
High (YTD): |
2024-01-05 |
0.062 |
Low (YTD): |
2024-05-22 |
0.007 |
52W High: |
2023-05-31 |
0.250 |
52W Low: |
2024-05-22 |
0.007 |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.039 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.079 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
298.46% |
Volatility 6M: |
|
261.91% |
Volatility 1Y: |
|
203.96% |
Volatility 3Y: |
|
- |