JP Morgan Put 48 SLB 17.05.2024
/ DE000JB15202
JP Morgan Put 48 SLB 17.05.2024/ DE000JB15202 /
| 2024-04-30 10:21:26 AM |
Chg.-0.001 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
-1.64% |
-
Bid Size: - |
-
Ask Size: - |
Schlumberger Ltd |
48.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JB1520 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.05 |
| Time value: |
0.09 |
| Break-even: |
43.60 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.54 |
| Theta: |
-0.03 |
| Omega: |
-17.24 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.060 |
| High: |
0.060 |
| Low: |
0.060 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.45% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
-76.92% |
| YTD |
|
|
-70.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.057 |
| 1M High / 1M Low: |
0.087 |
0.027 |
| 6M High / 6M Low: |
0.330 |
0.027 |
| High (YTD): |
2024-01-17 |
0.330 |
| Low (YTD): |
2024-04-12 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.194 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
567.91% |
| Volatility 6M: |
|
296.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
