JP Morgan Put 45 BMY 17.05.2024
/ DE000JK2QJR3
JP Morgan Put 45 BMY 17.05.2024/ DE000JK2QJR3 /
| 2024-04-26 10:51:02 AM |
Chg.+0.078 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
+371.43% |
0.092
Bid Size: 25,000 |
0.100
Ask Size: 25,000 |
Bristol Myers Squibb... |
45.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK2QJR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.03 |
| Time value: |
0.07 |
| Break-even: |
41.08 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
8.70% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-21.87 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.099 |
| High: |
0.099 |
| Low: |
0.099 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+115.22% |
| 1 Month |
|
|
+518.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.019 |
| 1M High / 1M Low: |
0.099 |
0.011 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,301.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
