JP Morgan Put 60 BSN 20.09.2024
/ DE000JB8YSU0
JP Morgan Put 60 BSN 20.09.2024/ DE000JB8YSU0 /
| 2024-05-30 10:11:19 AM |
Chg.0.000 |
Bid11:35:20 AM |
Ask11:35:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.250
Bid Size: 125,000 |
0.260
Ask Size: 125,000 |
DANONE S.A. EO -,25 |
60.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB8YSU |
| 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: |
2024-09-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.13 |
| Parity: |
0.15 |
| Time value: |
0.22 |
| Break-even: |
56.30 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
37.04% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-8.07 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
-35.90% |
| 3 Months |
|
|
-41.86% |
| YTD |
|
|
-48.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.210 |
| 1M High / 1M Low: |
0.390 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-16 |
0.500 |
| Low (YTD): |
2024-05-21 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
