JP Morgan Put 490 NFLX 20.09.2024
/ DE000JB779K7
JP Morgan Put 490 NFLX 20.09.2024/ DE000JB779K7 /
| 2024-06-10 9:23:33 AM |
Chg.+0.020 |
Bid12:49:48 PM |
Ask12:49:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+6.06% |
0.360
Bid Size: 2,000 |
0.400
Ask Size: 2,000 |
Netflix Inc |
490.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB779K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Netflix Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
490.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-141.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
-14.05 |
| Time value: |
0.42 |
| Break-even: |
450.40 |
| Moneyness: |
0.76 |
| Premium: |
0.24 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.05 |
| Spread %: |
13.51% |
| Delta: |
-0.07 |
| Theta: |
-0.08 |
| Omega: |
-10.10 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.41% |
| 1 Month |
|
|
-50.70% |
| 3 Months |
|
|
-78.26% |
| YTD |
|
|
-92.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.330 |
| 1M High / 1M Low: |
0.720 |
0.330 |
| 6M High / 6M Low: |
6.080 |
0.330 |
| High (YTD): |
2024-01-02 |
5.910 |
| Low (YTD): |
2024-06-07 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.467 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.97% |
| Volatility 6M: |
|
159.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
