JP Morgan Put 135 A 16.08.2024
/ DE000JB8BYA8
JP Morgan Put 135 A 16.08.2024/ DE000JB8BYA8 /
| 2024-06-05 12:30:19 PM |
Chg.- |
Bid1:00:14 PM |
Ask1:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
- |
0.530
Bid Size: 3,000 |
0.570
Ask Size: 3,000 |
Agilent Technologies |
135.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB8BYA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 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: |
-22.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.25 |
| Parity: |
0.13 |
| Time value: |
0.41 |
| Break-even: |
118.72 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
9.26% |
| Delta: |
-0.49 |
| Theta: |
-0.03 |
| Omega: |
-11.15 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.63% |
| 1 Month |
|
|
+27.59% |
| 3 Months |
|
|
+29.82% |
| YTD |
|
|
-15.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.640 |
| 1M High / 1M Low: |
0.750 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-18 |
1.320 |
| Low (YTD): |
2024-05-23 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
514.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
