JP Morgan Put 30 HOG 16.08.2024
/ DE000JB8BZ12
JP Morgan Put 30 HOG 16.08.2024/ DE000JB8BZ12 /
2024-06-10 12:27:38 PM |
Chg.0.000 |
Bid7:16:11 PM |
Ask7:16:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.069EUR |
0.00% |
0.068 Bid Size: 25,000 |
0.120 Ask Size: 25,000 |
Harley Davidson Inc |
30.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JB8BZ1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Harley Davidson Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.33 |
Parity: |
-0.41 |
Time value: |
0.16 |
Break-even: |
26.26 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
1.43 |
Spread abs.: |
0.10 |
Spread %: |
153.73% |
Delta: |
-0.26 |
Theta: |
-0.02 |
Omega: |
-5.19 |
Rho: |
-0.02 |
Quote data
Open: |
0.069 |
High: |
0.069 |
Low: |
0.069 |
Previous Close: |
0.069 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+38.00% |
1 Month |
|
|
-19.77% |
3 Months |
|
|
-5.48% |
YTD |
|
|
-59.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.069 |
0.047 |
1M High / 1M Low: |
0.086 |
0.047 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-02 |
0.240 |
Low (YTD): |
2024-03-22 |
0.029 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |