JP Morgan Put 350 PPX 21.06.2024
/ DE000JB2HTA8
JP Morgan Put 350 PPX 21.06.2024/ DE000JB2HTA8 /
| 2024-04-29 10:02:40 AM |
Chg.-0.020 |
Bid6:41:39 PM |
Ask6:41:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-7.14% |
0.270
Bid Size: 15,000 |
0.300
Ask Size: 15,000 |
KERING S.A. INH. ... |
350.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
JB2HTA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
KERING S.A. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.29 |
| Parity: |
0.12 |
| Time value: |
0.17 |
| Break-even: |
321.00 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
16.00% |
| Delta: |
-0.53 |
| Theta: |
-0.20 |
| Omega: |
-6.22 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+73.33% |
| YTD |
|
|
+73.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.200 |
| 1M High / 1M Low: |
0.380 |
0.130 |
| 6M High / 6M Low: |
0.380 |
0.028 |
| High (YTD): |
2024-04-24 |
0.380 |
| Low (YTD): |
2024-03-14 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.147 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.12% |
| Volatility 6M: |
|
555.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
