JP Morgan Put 20 GPRE 21.06.2024
/ DE000JB3ML02
JP Morgan Put 20 GPRE 21.06.2024/ DE000JB3ML02 /
| 2024-05-30 9:40:12 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Green Plains Inc |
20.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JB3ML0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Green Plains Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.38 |
| Parity: |
0.28 |
| Time value: |
0.04 |
| Break-even: |
15.33 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.05 |
| Spread %: |
17.24% |
| Delta: |
-0.76 |
| Theta: |
-0.02 |
| Omega: |
-3.81 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.00% |
| 1 Month |
|
|
+107.14% |
| 3 Months |
|
|
+52.63% |
| YTD |
|
|
+93.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.200 |
| 1M High / 1M Low: |
0.290 |
0.120 |
| 6M High / 6M Low: |
0.300 |
0.100 |
| High (YTD): |
2024-02-06 |
0.300 |
| Low (YTD): |
2024-04-08 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.11% |
| Volatility 6M: |
|
189.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
