JP Morgan Put 56 BSN 21.06.2024
/ DE000JB3NPZ9
JP Morgan Put 56 BSN 21.06.2024/ DE000JB3NPZ9 /
| 2024-06-06 11:30:28 AM |
Chg.+0.004 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
+33.33% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
56.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
JB3NPZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
56.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-34.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.13 |
| Parity: |
-0.34 |
| Time value: |
0.17 |
| Break-even: |
54.30 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
6.32 |
| Spread abs.: |
0.15 |
| Spread %: |
962.50% |
| Delta: |
-0.31 |
| Theta: |
-0.09 |
| Omega: |
-10.68 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.012 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-69.23% |
| 3 Months |
|
|
-88.57% |
| YTD |
|
|
-92.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.012 |
| 1M High / 1M Low: |
0.052 |
0.012 |
| 6M High / 6M Low: |
0.240 |
0.012 |
| High (YTD): |
2024-04-10 |
0.190 |
| Low (YTD): |
2024-06-05 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.49% |
| Volatility 6M: |
|
167.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
