JP Morgan Put 40 BMY 17.01.2025
/ DE000JB68BF8
JP Morgan Put 40 BMY 17.01.2025/ DE000JB68BF8 /
| 31/05/2024 08:38:08 |
Chg.+0.010 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+3.23% |
-
Bid Size: - |
-
Ask Size: - |
Bristol Myers Squibb... |
40.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JB68BF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-0.10 |
| Time value: |
0.29 |
| Break-even: |
33.97 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
-0.37 |
| Theta: |
-0.01 |
| Omega: |
-4.86 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
+190.91% |
| YTD |
|
|
+88.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.260 |
| 1M High / 1M Low: |
0.320 |
0.160 |
| 6M High / 6M Low: |
0.320 |
0.060 |
| High (YTD): |
31/05/2024 |
0.320 |
| Low (YTD): |
28/03/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.148 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.01% |
| Volatility 6M: |
|
156.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
