JP Morgan Put 105 A 16.08.2024
/ DE000JB8BY39
JP Morgan Put 105 A 16.08.2024/ DE000JB8BY39 /
2024-06-05 12:30:18 PM |
Chg.- |
Bid10:12:01 AM |
Ask10:12:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.051EUR |
- |
- Bid Size: - |
- Ask Size: - |
Agilent Technologies |
105.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JB8BY3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 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: |
-102.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.25 |
Parity: |
-2.63 |
Time value: |
0.12 |
Break-even: |
95.37 |
Moneyness: |
0.79 |
Premium: |
0.22 |
Premium p.a.: |
1.82 |
Spread abs.: |
0.09 |
Spread %: |
333.33% |
Delta: |
-0.09 |
Theta: |
-0.03 |
Omega: |
-9.63 |
Rho: |
-0.02 |
Quote data
Open: |
0.051 |
High: |
0.051 |
Low: |
0.051 |
Previous Close: |
0.046 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.91% |
1 Month |
|
|
-16.39% |
3 Months |
|
|
-47.42% |
YTD |
|
|
-76.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.052 |
0.044 |
1M High / 1M Low: |
0.061 |
0.014 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-18 |
0.340 |
Low (YTD): |
2024-05-23 |
0.014 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.048 |
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: |
|
470.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |