JP Morgan Put 48 DVN 07.06.2024
/ DE000JK9SYX1
JP Morgan Put 48 DVN 07.06.2024/ DE000JK9SYX1 /
| 2024-05-31 4:10:00 PM |
Chg.-0.057 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.093EUR |
-38.00% |
-
Bid Size: - |
-
Ask Size: - |
Devon Energy Corp |
48.00 USD |
2024-06-07 |
Put |
Master data
| WKN: |
JK9SYX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 USD |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2024-06-06 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-65.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.24 |
| Parity: |
-0.10 |
| Time value: |
0.07 |
| Break-even: |
43.55 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
8.27 |
| Spread abs.: |
0.02 |
| Spread %: |
36.36% |
| Delta: |
-0.35 |
| Theta: |
-0.09 |
| Omega: |
-22.73 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.093 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.093 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
