JP Morgan Put 95 SWKS 16.08.2024
/ DE000JB8KTR3
JP Morgan Put 95 SWKS 16.08.2024/ DE000JB8KTR3 /
2024-06-04 12:15:12 PM |
Chg.+0.090 |
Bid5:19:48 PM |
Ask5:19:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
+15.52% |
0.660 Bid Size: 100,000 |
0.670 Ask Size: 100,000 |
Skyworks Solutions I... |
95.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JB8KTR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 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: |
-12.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.35 |
Historic volatility: |
0.28 |
Parity: |
0.33 |
Time value: |
0.34 |
Break-even: |
80.40 |
Moneyness: |
1.04 |
Premium: |
0.04 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.04 |
Spread %: |
6.35% |
Delta: |
-0.55 |
Theta: |
-0.03 |
Omega: |
-6.87 |
Rho: |
-0.11 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.580 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.56% |
1 Month |
|
|
-5.63% |
3 Months |
|
|
+59.52% |
YTD |
|
|
+71.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.580 |
1M High / 1M Low: |
0.730 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-02 |
0.740 |
Low (YTD): |
2024-04-30 |
0.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |