JP Morgan Put 80 MDT 16.08.2024
/ DE000JB8UM48
JP Morgan Put 80 MDT 16.08.2024/ DE000JB8UM48 /
| 2024-05-31 12:07:31 PM |
Chg.- |
Bid8:37:40 AM |
Ask8:37:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
- |
0.180
Bid Size: 15,000 |
0.190
Ask Size: 15,000 |
Medtronic PLC |
80.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB8UM4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-38.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.13 |
| Time value: |
0.19 |
| Break-even: |
71.81 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-14.62 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-51.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.150 |
| 1M High / 1M Low: |
0.280 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.430 |
| Low (YTD): |
2024-05-23 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
390.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
