JP Morgan Put 58 BSN 19.07.2024
/ DE000JK86DQ4
JP Morgan Put 58 BSN 19.07.2024/ DE000JK86DQ4 /
| 2024-05-14 11:04:25 AM |
Chg.- |
Bid10:49:04 AM |
Ask10:49:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
- |
0.088
Bid Size: 125,000 |
0.098
Ask Size: 125,000 |
DANONE S.A. EO -,25 |
58.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
JK86DQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
58.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-31.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.13 |
| Parity: |
-0.14 |
| Time value: |
0.19 |
| Break-even: |
56.10 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.11 |
| Spread %: |
123.53% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-11.68 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.092 |
| High: |
0.092 |
| Low: |
0.092 |
| Previous Close: |
0.085 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.085 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
