JP Morgan Put 11 FR 20.09.2024
/ DE000JB7E683
JP Morgan Put 11 FR 20.09.2024/ DE000JB7E683 /
| 2024-06-07 9:17:25 AM |
Chg.+0.004 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
+4.55% |
-
Bid Size: - |
-
Ask Size: - |
Valeo SA |
11.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB7E68 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valeo SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.37 |
| Parity: |
0.02 |
| Time value: |
0.10 |
| Break-even: |
9.80 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
25.00% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-4.12 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.092 |
| High: |
0.092 |
| Low: |
0.092 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
+24.32% |
| 3 Months |
|
|
-48.89% |
| YTD |
|
|
+13.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.092 |
0.069 |
| 1M High / 1M Low: |
0.092 |
0.049 |
| 6M High / 6M Low: |
0.190 |
0.049 |
| High (YTD): |
2024-02-27 |
0.190 |
| Low (YTD): |
2024-05-17 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.111 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.13% |
| Volatility 6M: |
|
150.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
