JP Morgan Put 390 PPX 20.09.2024
/ DE000JB7X2Y5
JP Morgan Put 390 PPX 20.09.2024/ DE000JB7X2Y5 /
| 2024-04-29 8:59:50 AM |
Chg.-0.100 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-14.08% |
-
Bid Size: - |
-
Ask Size: - |
KERING S.A. INH. ... |
390.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB7X2Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
KERING S.A. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
390.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.29 |
| Parity: |
0.52 |
| Time value: |
0.16 |
| Break-even: |
322.00 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
9.68% |
| Delta: |
-0.62 |
| Theta: |
-0.10 |
| Omega: |
-3.08 |
| Rho: |
-1.10 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.02% |
| 1 Month |
|
|
+45.24% |
| 3 Months |
|
|
+52.50% |
| YTD |
|
|
+69.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.560 |
| 1M High / 1M Low: |
0.740 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-25 |
0.740 |
| Low (YTD): |
2024-03-14 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
