JP Morgan Put 54 BSN 20.09.2024
/ DE000JB797K9
JP Morgan Put 54 BSN 20.09.2024/ DE000JB797K9 /
| 2024-05-30 9:08:31 AM |
Chg.+0.002 |
Bid6:31:05 PM |
Ask6:31:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+3.03% |
0.061
Bid Size: 7,500 |
0.160
Ask Size: 7,500 |
DANONE S.A. EO -,25 |
54.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB797K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
54.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-26.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.13 |
| Parity: |
-0.45 |
| Time value: |
0.22 |
| Break-even: |
51.80 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.15 |
| Spread %: |
214.29% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-7.53 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.066 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.25% |
| 1 Month |
|
|
-43.33% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-70.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.058 |
| 1M High / 1M Low: |
0.120 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.220 |
| Low (YTD): |
2024-05-20 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
