JP Morgan Put 155 AXP 20.09.2024
/ DE000JB36GR9
JP Morgan Put 155 AXP 20.09.2024/ DE000JB36GR9 /
| 2024-04-26 11:11:28 AM |
Chg.- |
Bid10:09:52 AM |
Ask10:09:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
American Express Com... |
155.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB36GR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-98.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.21 |
| Parity: |
-7.53 |
| Time value: |
0.22 |
| Break-even: |
142.52 |
| Moneyness: |
0.66 |
| Premium: |
0.35 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.19 |
| Spread %: |
548.65% |
| Delta: |
-0.06 |
| Theta: |
-0.03 |
| Omega: |
-6.31 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.00% |
| 1 Month |
|
|
-42.65% |
| 3 Months |
|
|
-80.50% |
| YTD |
|
|
-90.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.036 |
| 1M High / 1M Low: |
0.110 |
0.036 |
| 6M High / 6M Low: |
1.890 |
0.036 |
| High (YTD): |
2024-01-18 |
0.470 |
| Low (YTD): |
2024-04-25 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.96% |
| Volatility 6M: |
|
158.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
