JP Morgan Put 200 BA 20.09.2024
/ DE000JB1Q9R9
JP Morgan Put 200 BA 20.09.2024/ DE000JB1Q9R9 /
| 2024-04-26 8:56:20 AM |
Chg.-0.50 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.18EUR |
-13.59% |
3.15
Bid Size: 7,500 |
3.16
Ask Size: 7,500 |
Boeing Co |
200.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB1Q9R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.10 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
3.10 |
| Time value: |
0.06 |
| Break-even: |
155.44 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-3.85 |
| Rho: |
-0.61 |
Quote data
| Open: |
3.18 |
| High: |
3.18 |
| Low: |
3.18 |
| Previous Close: |
3.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.91% |
| 1 Month |
|
|
+81.71% |
| 3 Months |
|
|
+113.42% |
| YTD |
|
|
+536.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.68 |
2.87 |
| 1M High / 1M Low: |
3.68 |
1.75 |
| 6M High / 6M Low: |
3.68 |
0.48 |
| High (YTD): |
2024-04-25 |
3.68 |
| Low (YTD): |
2024-01-02 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.63% |
| Volatility 6M: |
|
177.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
