JP Morgan Put 55 ON 21.06.2024
/ DE000JB6Q7J5
JP Morgan Put 55 ON 21.06.2024/ DE000JB6Q7J5 /
| 2024-05-21 9:21:00 AM |
Chg.-0.003 |
Bid12:00:34 PM |
Ask12:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
-50.00% |
0.003
Bid Size: 2,000 |
0.093
Ask Size: 2,000 |
ON Semiconductor |
55.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB6Q7J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-73.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.40 |
| Parity: |
-1.78 |
| Time value: |
0.09 |
| Break-even: |
49.71 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
16.17 |
| Spread abs.: |
0.09 |
| Spread %: |
3,000.00% |
| Delta: |
-0.10 |
| Theta: |
-0.05 |
| Omega: |
-7.23 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.003 |
| High: |
0.003 |
| Low: |
0.003 |
| Previous Close: |
0.006 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.73% |
| 1 Month |
|
|
-98.57% |
| 3 Months |
|
|
-96.67% |
| YTD |
|
|
-96.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.005 |
| 1M High / 1M Low: |
0.230 |
0.005 |
| 6M High / 6M Low: |
0.270 |
0.005 |
| High (YTD): |
2024-04-22 |
0.230 |
| Low (YTD): |
2024-05-16 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.21% |
| Volatility 6M: |
|
307.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
