JP Morgan Put 360 PPX 21.06.2024
/ DE000JB29UR5
JP Morgan Put 360 PPX 21.06.2024/ DE000JB29UR5 /
| 2024-05-08 9:08:49 AM |
Chg.+0.010 |
Bid9:55:17 PM |
Ask9:55:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+3.13% |
0.290
Bid Size: 5,000 |
0.340
Ask Size: 5,000 |
KERING S.A. INH. ... |
360.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
JB29UR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
KERING S.A. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
0.30 |
| Time value: |
0.07 |
| Break-even: |
323.00 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
15.63% |
| Delta: |
-0.69 |
| Theta: |
-0.16 |
| Omega: |
-6.19 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
+135.71% |
| YTD |
|
|
+94.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.310 |
| 1M High / 1M Low: |
0.460 |
0.180 |
| 6M High / 6M Low: |
0.460 |
0.040 |
| High (YTD): |
2024-04-24 |
0.460 |
| Low (YTD): |
2024-03-14 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.186 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.17% |
| Volatility 6M: |
|
485.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
