JP Morgan Put 160 BA 20.09.2024
/ DE000JB1XVB1
JP Morgan Put 160 BA 20.09.2024/ DE000JB1XVB1 /
| 2024-04-26 8:58:56 AM |
Chg.-0.110 |
Bid9:55:34 PM |
Ask9:55:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-11.83% |
0.800
Bid Size: 7,500 |
0.810
Ask Size: 7,500 |
Boeing Co |
160.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB1XVB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-0.64 |
| Time value: |
0.81 |
| Break-even: |
141.53 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
-0.35 |
| Theta: |
-0.03 |
| Omega: |
-6.72 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.75% |
| 1 Month |
|
|
+95.24% |
| 3 Months |
|
|
+78.26% |
| YTD |
|
|
+446.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.770 |
| 1M High / 1M Low: |
0.960 |
0.420 |
| 6M High / 6M Low: |
1.200 |
0.150 |
| High (YTD): |
2024-04-16 |
0.960 |
| Low (YTD): |
2024-01-02 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
2,800 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
3,248 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.27% |
| Volatility 6M: |
|
208.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
