JP Morgan Put 22 GEN 20.09.2024
/ DE000JB8Y9R2
JP Morgan Put 22 GEN 20.09.2024/ DE000JB8Y9R2 /
| 2024-05-02 9:14:57 AM |
Chg.+0.040 |
Bid5:21:36 PM |
Ask5:21:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+14.29% |
0.330
Bid Size: 250,000 |
0.340
Ask Size: 250,000 |
Gen Digital Inc |
22.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB8Y9R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
0.19 |
| Time value: |
0.11 |
| Break-even: |
17.54 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-3.54 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
+39.13% |
| 3 Months |
|
|
+45.45% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.280 |
| 1M High / 1M Low: |
0.310 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-07 |
0.320 |
| Low (YTD): |
2024-01-29 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
