JP Morgan Put 320 DCO 20.09.2024
/ DE000JB116H8
JP Morgan Put 320 DCO 20.09.2024/ DE000JB116H8 /
| 2024-05-30 10:49:29 AM |
Chg.- |
Bid9:49:32 AM |
Ask9:49:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
- |
0.041
Bid Size: 25,000 |
0.051
Ask Size: 25,000 |
DEERE CO. ... |
320.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
JB116H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEERE CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-66.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
-0.20 |
| Time value: |
0.05 |
| Break-even: |
314.90 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
24.39% |
| Delta: |
-0.23 |
| Theta: |
-0.04 |
| Omega: |
-15.39 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.048 |
| High: |
0.048 |
| Low: |
0.048 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.45% |
| 1 Month |
|
|
+41.18% |
| 3 Months |
|
|
-56.36% |
| YTD |
|
|
-50.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.048 |
0.033 |
| 1M High / 1M Low: |
0.048 |
0.020 |
| 6M High / 6M Low: |
0.170 |
0.020 |
| High (YTD): |
2024-02-22 |
0.130 |
| Low (YTD): |
2024-05-16 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.08% |
| Volatility 6M: |
|
179.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
