JP Morgan Put 105 BIDU 17.05.2024
/ DE000JK2EX00
JP Morgan Put 105 BIDU 17.05.2024/ DE000JK2EX00 /
2024-05-03 10:50:10 AM |
Chg.-0.100 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-38.46% |
- Bid Size: - |
- Ask Size: - |
Baidu Inc |
105.00 USD |
2024-05-17 |
Put |
Master data
WKN: |
JK2EX0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Baidu Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-02-08 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-66.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.36 |
Parity: |
-0.78 |
Time value: |
0.16 |
Break-even: |
95.99 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
10.00 |
Spread abs.: |
0.05 |
Spread %: |
41.67% |
Delta: |
-0.22 |
Theta: |
-0.13 |
Omega: |
-14.85 |
Rho: |
-0.01 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-68.00% |
1 Month |
|
|
-62.79% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.160 |
1M High / 1M Low: |
1.040 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.656 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
294.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |