JP Morgan Put 54 BSN 21.06.2024
/ DE000JB1YVM6
JP Morgan Put 54 BSN 21.06.2024/ DE000JB1YVM6 /
| 2024-05-17 8:11:05 AM |
Chg.-0.001 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
54.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
JB1YVM |
| 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: |
2024-06-21 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-37.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.13 |
| Parity: |
-0.59 |
| Time value: |
0.16 |
| Break-even: |
52.40 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
2.57 |
| Spread abs.: |
0.15 |
| Spread %: |
1,354.55% |
| Delta: |
-0.24 |
| Theta: |
-0.05 |
| Omega: |
-8.96 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-85.00% |
| 3 Months |
|
|
-84.62% |
| YTD |
|
|
-92.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.012 |
| 1M High / 1M Low: |
0.080 |
0.012 |
| 6M High / 6M Low: |
0.210 |
0.012 |
| High (YTD): |
2024-01-02 |
0.130 |
| Low (YTD): |
2024-05-17 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.094 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.01% |
| Volatility 6M: |
|
184.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
