JP Morgan Put 135 SND 20.09.2024
/ DE000JB72XH0
JP Morgan Put 135 SND 20.09.2024/ DE000JB72XH0 /
2024-05-17 12:33:51 PM |
Chg.+0.007 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.054EUR |
+14.89% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
135.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
JB72XH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-05 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-40.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.83 |
Historic volatility: |
0.21 |
Parity: |
-9.42 |
Time value: |
0.56 |
Break-even: |
129.40 |
Moneyness: |
0.59 |
Premium: |
0.44 |
Premium p.a.: |
1.87 |
Spread abs.: |
0.51 |
Spread %: |
918.18% |
Delta: |
-0.09 |
Theta: |
-0.07 |
Omega: |
-3.58 |
Rho: |
-0.09 |
Quote data
Open: |
0.054 |
High: |
0.054 |
Low: |
0.054 |
Previous Close: |
0.047 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.57% |
1 Month |
|
|
-58.46% |
3 Months |
|
|
-68.24% |
YTD |
|
|
-83.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.054 |
0.040 |
1M High / 1M Low: |
0.160 |
0.040 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-05 |
0.400 |
Low (YTD): |
2024-05-14 |
0.040 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.045 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |