JP Morgan Put 60 BSN 19.07.2024
/ DE000JK86DR2
JP Morgan Put 60 BSN 19.07.2024/ DE000JK86DR2 /
| 2024-05-29 10:58:03 AM |
Chg.+0.010 |
Bid12:52:00 PM |
Ask12:52:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
0.190
Bid Size: 125,000 |
0.200
Ask Size: 125,000 |
DANONE S.A. EO -,25 |
60.00 EUR |
2024-07-19 |
Put |
Master data
| WKN: |
JK86DR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.13 |
| Parity: |
0.12 |
| Time value: |
0.16 |
| Break-even: |
57.20 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
55.56% |
| Delta: |
-0.54 |
| Theta: |
-0.02 |
| Omega: |
-11.38 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.140 |
| 1M High / 1M Low: |
0.360 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
