JP Morgan Put 430 PPX 21.06.2024
/ DE000JB2RT42
JP Morgan Put 430 PPX 21.06.2024/ DE000JB2RT42 /
2024-04-24 8:11:13 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.15EUR |
- |
- Bid Size: - |
- Ask Size: - |
KERING S.A. INH. ... |
430.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JB2RT4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
KERING S.A. INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
430.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-05 |
Last trading day: |
2024-04-24 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.92 |
Implied volatility: |
1.02 |
Historic volatility: |
0.29 |
Parity: |
0.92 |
Time value: |
0.22 |
Break-even: |
316.00 |
Moneyness: |
1.27 |
Premium: |
0.06 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
0.89% |
Delta: |
-0.66 |
Theta: |
-0.42 |
Omega: |
-1.96 |
Rho: |
-0.49 |
Quote data
Open: |
1.15 |
High: |
1.15 |
Low: |
1.15 |
Previous Close: |
0.90 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+15.00% |
1 Month |
|
|
+64.29% |
3 Months |
|
|
+91.67% |
YTD |
|
|
+125.49% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.15 |
0.90 |
1M High / 1M Low: |
1.15 |
0.68 |
6M High / 6M Low: |
1.15 |
0.25 |
High (YTD): |
2024-04-24 |
1.15 |
Low (YTD): |
2024-02-23 |
0.25 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.56 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.98% |
Volatility 6M: |
|
254.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |