JP Morgan Put 170 BA 16.08.2024
/ DE000JB9GYL2
JP Morgan Put 170 BA 16.08.2024/ DE000JB9GYL2 /
| 2024-05-14 3:35:24 PM |
Chg.-0.060 |
Bid9:57:26 PM |
Ask9:57:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-9.52% |
0.570
Bid Size: 7,500 |
0.580
Ask Size: 7,500 |
Boeing Co |
170.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB9GYL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-0.78 |
| Time value: |
0.64 |
| Break-even: |
151.12 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
-0.33 |
| Theta: |
-0.05 |
| Omega: |
-8.53 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.00% |
| 1 Month |
|
|
-44.12% |
| 3 Months |
|
|
+21.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.570 |
| 1M High / 1M Low: |
1.270 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.936 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
