JP Morgan Put 260 BOX 21.06.2024
/ DE000JB03XR4
JP Morgan Put 260 BOX 21.06.2024/ DE000JB03XR4 /
| 2024-05-02 8:34:44 AM |
Chg.-0.08 |
Bid6:05:43 PM |
Ask6:05:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
-3.02% |
2.63
Bid Size: 15,000 |
-
Ask Size: - |
BECTON, DICKINSON ... |
260.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JB03XR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BECTON, DICKINSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.19 |
| Intrinsic value: |
4.19 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
4.19 |
| Time value: |
-1.45 |
| Break-even: |
232.60 |
| Moneyness: |
1.19 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.40 |
| Spread abs.: |
0.15 |
| Spread %: |
5.79% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.57 |
| Previous Close: |
2.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.28% |
| 1 Month |
|
|
+21.80% |
| 3 Months |
|
|
+4.90% |
| YTD |
|
|
-1.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.63 |
| 1M High / 1M Low: |
2.85 |
2.00 |
| 6M High / 6M Low: |
3.35 |
1.99 |
| High (YTD): |
2024-01-17 |
3.02 |
| Low (YTD): |
2024-03-28 |
1.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.57% |
| Volatility 6M: |
|
77.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
