JP Morgan Put 65 W 21.06.2024
/ DE000JB8KRK2
JP Morgan Put 65 W 21.06.2024/ DE000JB8KRK2 /
| 2024-06-07 12:47:19 PM |
Chg.-0.060 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-8.96% |
-
Bid Size: - |
-
Ask Size: - |
Wayfair Inc |
65.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB8KRK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wayfair Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.61 |
| Parity: |
0.51 |
| Time value: |
0.09 |
| Break-even: |
53.71 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
4.84% |
| Delta: |
-0.75 |
| Theta: |
-0.07 |
| Omega: |
-6.83 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
+69.44% |
| 3 Months |
|
|
-41.35% |
| YTD |
|
|
-52.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.580 |
| 1M High / 1M Low: |
0.830 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-07 |
1.890 |
| Low (YTD): |
2024-05-10 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
