JP Morgan Put 47.5 NWT 20.09.2024
/ DE000JB97218
JP Morgan Put 47.5 NWT 20.09.2024/ DE000JB97218 /
2024-06-06 10:59:33 AM |
Chg.-0.002 |
Bid2:50:55 PM |
Ask2:50:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.029EUR |
-6.45% |
0.029 Bid Size: 20,000 |
0.039 Ask Size: 20,000 |
WELLS FARGO + CO.DL ... |
47.50 - |
2024-09-20 |
Put |
Master data
WKN: |
JB9721 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
WELLS FARGO + CO.DL 1,666 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
47.50 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-142.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.20 |
Parity: |
-0.65 |
Time value: |
0.04 |
Break-even: |
47.12 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.01 |
Spread %: |
35.71% |
Delta: |
-0.11 |
Theta: |
-0.01 |
Omega: |
-16.17 |
Rho: |
-0.02 |
Quote data
Open: |
0.029 |
High: |
0.029 |
Low: |
0.029 |
Previous Close: |
0.031 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.14% |
1 Month |
|
|
-30.95% |
3 Months |
|
|
-73.64% |
YTD |
|
|
-90.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.035 |
0.028 |
1M High / 1M Low: |
0.042 |
0.024 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-18 |
0.400 |
Low (YTD): |
2024-05-16 |
0.024 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.030 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |